+153.3%
AMAT vs CRH
+65.8%
+87.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | +11.4% | -1.3% | +12.7% | +12.4% |
| 30D | -17.0% | +18.1% | -35.2% | -25.4% |
| 3M | -30.6% | -3.9% | -26.7% | -29.4% |
| 6M | -14.9% | -13.3% | -1.6% | -8.7% |
| YTD | +44.7% | -24.2% | +68.9% | +70.0% |
| 1Y | +66.9% | -14.9% | +81.8% | +80.8% |
| 3Y | +153.3% | +64.9% | +88.4% | +104.3% |
| All | +153.3% | +65.8% | +87.5% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling