+188.9%
AMAT vs CRM
+8.9%
+180.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +3.8% |
| 7D | -1.5% | +1.3% | -2.8% | -1.1% |
| 30D | -14.8% | +34.3% | -49.1% | -6.7% |
| 3M | -9.3% | +37.7% | -47.0% | +5.0% |
| 6M | +27.4% | +34.9% | -7.6% | +48.5% |
| YTD | +77.6% | -1.6% | +79.2% | +123.6% |
| 1Y | +188.9% | +7.1% | +181.8% | +253.3% |
| All | +188.9% | +8.9% | +180.0% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 1y: compounded portfolio wealth divided by compounded CRM 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…
1y analysis · Full analysis span regression · 6 months rolling