+137,736.4%
AMAT vs CRS
+10,171.0%
+127,565.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.7% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -14.8% | -16.6% | +1.8% | -9.3% |
| 3M | -9.3% | -3.5% | -5.8% | -7.6% |
| 6M | +27.4% | +15.4% | +12.0% | +21.6% |
| YTD | +77.6% | +51.2% | +26.4% | +54.0% |
| 1Y | +188.9% | +98.3% | +90.7% | +125.8% |
| 3Y | +202.3% | +651.5% | -449.3% | +43.3% |
| 5Y | +248.9% | +1,411.1% | -1,162.2% | +25.0% |
| 10Y | +1,585.2% | +1,424.3% | +160.9% | +428.2% |
| All | +137,736.4% | +10,171.0% | +127,565.4% | +13,801.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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