Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AMAT vs CRS✓SelectedUSD · CRSAMAT vs CRS performance historyLatest closeAs of+4.31%09/04
Stock and ETF performance explorer

AMAT vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+137,736.4%
CRS return
+10,171.0%
Excess return
+127,565.4%
Maximum drawdown
-85.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
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