+190.4%
AMAT vs CRCL
+39.4%
+151.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.8% | +9.7% | +4.3% |
| 7D | +7.0% | +7.5% | -0.5% | +6.4% |
| 30D | -12.2% | +44.3% | -56.5% | -14.2% |
| 3M | -3.8% | +16.5% | -20.4% | -5.3% |
| 6M | +45.9% | -5.6% | +51.5% | +44.2% |
| YTD | +84.6% | +21.3% | +63.3% | +78.4% |
| 1Y | +193.4% | -14.5% | +207.8% | +186.0% |
| All | +190.4% | +39.4% | +151.0% | +197.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling