+1,321.9%
AMAT vs CRM
+196.4%
+1,125.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +11.4% | +2.0% | +9.4% | +10.5% |
| 30D | -17.0% | -7.7% | -9.4% | -14.5% |
| 3M | -30.6% | +8.4% | -39.0% | -35.1% |
| 6M | -14.9% | +31.9% | -46.9% | -30.9% |
| YTD | +44.7% | -17.2% | +61.9% | +46.5% |
| 1Y | +66.9% | -8.6% | +75.5% | +59.0% |
| 3Y | +153.3% | +3.1% | +150.2% | +111.7% |
| 5Y | +146.2% | -27.6% | +173.8% | +145.2% |
| All | +1,321.9% | +196.4% | +1,125.6% | +384.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling