+127.6%
AMAT vs CRCL
-2.1%
+129.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.5% | +11.8% | +11.4% |
| 7D | -1.1% | -6.3% | +5.2% | -0.5% |
| 30D | -26.9% | -20.1% | -6.9% | -25.8% |
| 3M | -31.2% | +1.3% | -32.5% | -31.4% |
| 6M | -14.7% | -40.6% | +25.9% | -13.2% |
| YTD | +44.7% | -14.8% | +59.5% | +42.8% |
| 1Y | +62.0% | -34.5% | +96.4% | +60.1% |
| All | +127.6% | -2.1% | +129.7% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling