+245.8%
AMAT vs CRH
+95.0%
+150.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -1.9% |
| 7D | +4.2% | -4.8% | +8.9% | +7.5% |
| 30D | -13.5% | -13.1% | -0.4% | -5.3% |
| 3M | -8.6% | -12.0% | +3.4% | -1.7% |
| 6M | +31.6% | -16.9% | +48.5% | +46.7% |
| YTD | +77.3% | -29.0% | +106.3% | +120.8% |
| 1Y | +179.4% | -20.3% | +199.7% | +219.2% |
| 3Y | +215.0% | +69.2% | +145.8% | +100.6% |
| 5Y | +245.8% | +94.6% | +151.2% | +98.9% |
| All | +245.8% | +95.0% | +150.8% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling