+1,587.5%
AMAT vs CPB
-47.3%
+1,634.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +4.3% |
| 7D | -1.5% | -8.6% | +7.1% | -1.6% |
| 30D | -14.8% | -7.2% | -7.6% | -14.8% |
| 3M | -9.3% | +0.9% | -10.2% | -9.4% |
| 6M | +27.4% | -11.8% | +39.2% | +27.8% |
| YTD | +77.6% | -19.4% | +97.0% | +78.8% |
| 1Y | +188.9% | -30.4% | +219.3% | +193.6% |
| 3Y | +202.3% | -40.2% | +242.4% | +206.3% |
| 5Y | +248.9% | -39.5% | +288.4% | +247.6% |
| All | +1,587.5% | -47.3% | +1,634.8% | +1,644.8% |
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