+188.9%
AMAT vs CRH
-14.7%
+203.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.0% |
| 7D | -1.5% | -1.7% | +0.2% | -0.6% |
| 30D | -14.8% | -5.4% | -9.4% | -12.3% |
| 3M | -9.3% | -11.2% | +1.9% | -3.7% |
| 6M | +27.4% | -15.8% | +43.2% | +40.3% |
| YTD | +77.6% | -23.6% | +101.2% | +107.9% |
| 1Y | +188.9% | -14.6% | +203.5% | +213.2% |
| All | +188.9% | -14.7% | +203.7% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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