+1,425.2%
AMAT vs CPB
-40.1%
+1,465.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.0% |
| 7D | +7.0% | -4.1% | +11.0% | +6.8% |
| 30D | -20.6% | +16.9% | -37.5% | -20.2% |
| 3M | -24.8% | -0.6% | -24.2% | -24.5% |
| 6M | -10.7% | +11.4% | -22.1% | -10.6% |
| YTD | +54.3% | -14.8% | +69.1% | +55.8% |
| 1Y | +73.7% | -24.8% | +98.5% | +76.7% |
| 3Y | +168.4% | -36.6% | +205.0% | +172.7% |
| 5Y | +167.6% | -33.3% | +200.9% | +165.4% |
| 10Y | +1,425.2% | -40.4% | +1,465.6% | +1,391.9% |
| All | +1,425.2% | -40.1% | +1,465.3% | +1,391.9% |
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