+66.9%
AMAT vs CRCL
-27.7%
+94.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.4% |
| 7D | +11.4% | -8.4% | +19.7% | +12.5% |
| 30D | -17.0% | -21.8% | +4.8% | -14.6% |
| 3M | -30.6% | -17.5% | -13.1% | -29.5% |
| 6M | -14.9% | -50.9% | +35.9% | -10.4% |
| YTD | +44.7% | -21.6% | +66.2% | +38.0% |
| 1Y | +66.9% | -24.5% | +91.3% | +59.6% |
| All | +66.9% | -27.7% | +94.6% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling