+1,162.1%
AMAT vs CPB
-38.3%
+1,200.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.2% |
| 7D | -14.7% | +8.0% | -22.7% | -14.5% |
| 30D | -36.1% | +22.4% | -58.5% | -35.7% |
| 3M | -36.9% | +2.5% | -39.4% | -36.6% |
| 6M | -22.2% | +12.2% | -34.4% | -22.0% |
| YTD | +29.9% | -12.8% | +42.7% | +31.4% |
| 1Y | +43.3% | -19.2% | +62.4% | +45.4% |
| 3Y | +142.7% | -35.6% | +178.2% | +147.2% |
| 5Y | +126.2% | -31.4% | +157.6% | +124.5% |
| All | +1,162.1% | -38.3% | +1,200.4% | +1,116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling