+227.2%
AMAT vs CRH
+72.0%
+155.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 7D | +6.9% | -3.6% | +10.5% | +9.2% |
| 30D | -10.1% | -10.8% | +0.7% | -4.0% |
| 3M | -6.0% | -13.5% | +7.5% | +1.5% |
| 6M | +38.6% | -15.4% | +54.1% | +51.4% |
| YTD | +83.1% | -27.6% | +110.7% | +121.0% |
| 1Y | +188.3% | -18.4% | +206.7% | +220.9% |
| All | +227.2% | +72.0% | +155.1% | +152.2% |
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 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