+100,756.0%
AMAT vs CRS
+5,917.0%
+94,839.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -1.7% | -13.0% | -14.1% |
| 30D | -36.1% | -28.8% | -7.3% | -28.4% |
| 3M | -36.9% | -50.0% | +13.2% | -20.1% |
| 6M | -22.2% | -39.2% | +17.0% | -7.5% |
| YTD | +29.9% | -11.4% | +41.4% | +35.0% |
| 1Y | +43.3% | -11.7% | +55.0% | +48.9% |
| 3Y | +142.7% | +319.6% | -177.0% | +40.6% |
| 5Y | +126.2% | +794.8% | -668.5% | -2.9% |
| 10Y | +1,211.7% | +926.9% | +284.8% | +375.5% |
| All | +100,756.0% | +5,917.0% | +94,839.1% | +12,091.8% |
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