+1,616.4%
AMAT vs CRH
+253.3%
+1,363.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | +0.4% | -6.1% | +6.4% | +4.5% |
| 30D | -16.6% | -9.3% | -7.4% | -11.3% |
| 3M | -17.3% | -15.2% | -2.1% | -9.0% |
| 6M | +30.3% | -14.2% | +44.5% | +42.1% |
| YTD | +78.3% | -28.3% | +106.5% | +119.3% |
| 1Y | +169.8% | -21.8% | +191.5% | +211.9% |
| 3Y | +218.5% | +71.6% | +146.9% | +109.1% |
| 5Y | +247.7% | +96.6% | +151.1% | +104.1% |
| All | +1,616.4% | +253.3% | +1,363.1% | +560.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling