+112,209.8%
AMAT vs CRH
+6,393.0%
+105,816.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +11.4% | -1.3% | +12.7% | +11.9% |
| 30D | -17.0% | +18.1% | -35.2% | -21.5% |
| 3M | -30.6% | -3.9% | -26.7% | -30.0% |
| 6M | -14.9% | -13.3% | -1.6% | -11.8% |
| YTD | +44.7% | -24.2% | +68.9% | +56.9% |
| 1Y | +66.9% | -14.9% | +81.8% | +74.5% |
| 3Y | +153.3% | +64.9% | +88.4% | +116.9% |
| 5Y | +146.2% | +109.0% | +37.2% | +96.9% |
| 10Y | +1,330.3% | +248.9% | +1,081.4% | +897.3% |
| All | +112,209.8% | +6,393.0% | +105,816.8% | +62,283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling