+134.0%
AMAT vs CRCL
-7.5%
+141.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -3.2% |
| 7D | +19.3% | -8.1% | +27.5% | +20.0% |
| 30D | -17.9% | -24.3% | +6.3% | -16.4% |
| 3M | -30.4% | -10.5% | -20.0% | -30.1% |
| 6M | -11.4% | -48.4% | +36.9% | -9.2% |
| YTD | +48.8% | -19.5% | +68.3% | +47.3% |
| 1Y | +66.0% | -26.0% | +92.1% | +64.5% |
| All | +134.0% | -7.5% | +141.5% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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