+1,370.8%
AMAT vs CPB
-40.9%
+1,411.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -2.5% | +2.9% | -5.3% | -2.3% |
| 30D | -26.5% | +17.6% | -44.1% | -26.1% |
| 3M | -28.6% | +2.0% | -30.6% | -28.3% |
| 6M | -14.2% | +11.6% | -25.9% | -14.1% |
| YTD | +45.5% | -13.8% | +59.2% | +47.0% |
| 1Y | +59.3% | -21.6% | +80.9% | +61.8% |
| 3Y | +153.1% | -35.8% | +188.9% | +157.2% |
| 5Y | +158.2% | -33.3% | +191.4% | +156.8% |
| 10Y | +1,370.8% | -39.4% | +1,410.2% | +1,342.9% |
| All | +1,370.8% | -40.9% | +1,411.7% | +1,342.9% |
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