+2,785.3%
AMAT vs CRM
+5,824.6%
-3,039.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +3.9% | +5.3% |
| 7D | +7.0% | -4.0% | +11.0% | +8.6% |
| 30D | -20.6% | -6.8% | -13.8% | -18.9% |
| 3M | -24.8% | +10.6% | -35.3% | -29.1% |
| 6M | -10.7% | +23.4% | -34.1% | -21.7% |
| YTD | +54.3% | -17.1% | +71.4% | +53.8% |
| 1Y | +73.7% | -10.1% | +83.8% | +67.4% |
| 3Y | +168.4% | +4.0% | +164.4% | +138.7% |
| 5Y | +167.6% | -26.7% | +194.2% | +166.3% |
| 10Y | +1,425.2% | +197.9% | +1,227.3% | +834.4% |
| All | +2,785.3% | +5,824.6% | -3,039.3% | +583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling