+228.1%
AMAT vs CRM
+13.5%
+214.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +7.9% | +4.3% |
| 7D | +7.0% | -3.5% | +10.5% | +7.3% |
| 30D | -12.2% | +29.3% | -41.5% | -14.8% |
| 3M | -3.8% | +36.8% | -40.7% | -7.2% |
| 6M | +45.9% | +23.9% | +22.0% | +43.4% |
| YTD | +84.6% | -5.5% | +90.1% | +101.2% |
| 1Y | +193.4% | -0.4% | +193.8% | +210.8% |
| 3Y | +228.1% | +12.8% | +215.3% | +222.1% |
| All | +228.1% | +13.5% | +214.6% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling