+430.9%
AMAT vs CRBG
+117.3%
+313.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.1% |
| 30D | -16.6% | +2.6% | -19.3% | -17.7% |
| 3M | -17.3% | +24.0% | -41.3% | -24.8% |
| 6M | +30.3% | +50.5% | -20.2% | +8.8% |
| YTD | +78.3% | +17.1% | +61.1% | +64.2% |
| 1Y | +169.8% | +5.9% | +163.9% | +158.3% |
| 3Y | +218.5% | +122.7% | +95.8% | +125.5% |
| All | +430.9% | +117.3% | +313.6% | +296.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling