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  • AMAT vs CRM✓SelectedUSD · CRMAMAT vs CRM performance historyLatest closeAs of+3.98%09/08
Stock and ETF performance explorer

AMAT vs CRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,352.8%
CRM return
+6,658.1%
Excess return
-3,305.3%
Maximum drawdown
-63.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCRMExcessAlpha
1D+4.0%-3.9%+7.9%+5.4%
7D+7.0%-3.5%+10.5%+8.2%
30D-12.2%+29.3%-41.5%-21.2%
3M-3.8%+36.8%-40.7%-17.3%
6M+45.9%+23.9%+22.0%+27.3%
YTD+84.6%-5.5%+90.1%+77.1%
1Y+193.4%-0.4%+193.8%+174.7%
3Y+228.1%+12.8%+215.3%+186.3%
5Y+268.9%-3.5%+272.4%+235.4%
10Y+1,665.8%+238.4%+1,427.3%+939.1%
All+3,352.8%+6,658.1%-3,305.3%+686.6%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling