+188.9%
AMAT vs CSGP
-64.9%
+253.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +3.4% |
| 7D | -1.5% | -4.1% | +2.6% | -3.0% |
| 30D | -14.8% | +2.3% | -17.1% | -13.5% |
| 3M | -9.3% | -8.2% | -1.1% | -7.2% |
| 6M | +27.4% | -35.1% | +62.5% | +29.3% |
| YTD | +77.6% | -54.0% | +131.6% | +82.7% |
| 1Y | +188.9% | -65.3% | +254.3% | +214.0% |
| All | +188.9% | -64.9% | +253.9% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling