+137,736.4%
AMAT vs CRH
+6,442.4%
+131,294.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.5% |
| 7D | -1.5% | -1.7% | +0.2% | -1.0% |
| 30D | -14.8% | -5.4% | -9.4% | -13.4% |
| 3M | -9.3% | -11.2% | +1.9% | -6.2% |
| 6M | +27.4% | -15.8% | +43.2% | +34.1% |
| YTD | +77.6% | -23.6% | +101.2% | +92.8% |
| 1Y | +188.9% | -14.6% | +203.5% | +202.9% |
| 3Y | +202.3% | +74.3% | +128.0% | +155.1% |
| 5Y | +248.9% | +103.7% | +145.2% | +182.0% |
| 10Y | +1,585.2% | +261.4% | +1,323.8% | +1,067.8% |
| All | +137,736.4% | +6,442.4% | +131,294.0% | +76,560.5% |
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