+203.0%
AMAT vs CSGP
-61.9%
+264.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.3% |
| 7D | -1.5% | -4.1% | +2.6% | -1.5% |
| 30D | -14.8% | +2.3% | -17.1% | -14.9% |
| 3M | -9.3% | -8.2% | -1.1% | -8.0% |
| 6M | +27.4% | -35.1% | +62.5% | +39.7% |
| YTD | +77.6% | -54.0% | +131.6% | +114.7% |
| 1Y | +188.9% | -65.3% | +254.3% | +288.2% |
| All | +203.0% | -61.9% | +264.9% | +276.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling