+6,625.5%
AMAT vs CSGP
+3,520.0%
+3,105.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -4.4% |
| 7D | -11.2% | +18.3% | -29.5% | -15.7% |
| 30D | -31.9% | +17.8% | -49.7% | -36.3% |
| 3M | -32.3% | +9.3% | -41.6% | -35.9% |
| 6M | -5.4% | -7.9% | +2.5% | -8.1% |
| YTD | +44.3% | -51.5% | +95.8% | +67.5% |
| 1Y | +61.4% | -53.3% | +114.7% | +89.2% |
| 3Y | +170.6% | -57.9% | +228.5% | +222.3% |
| 5Y | +156.4% | -61.3% | +217.8% | +210.2% |
| 10Y | +1,356.4% | +77.5% | +1,278.8% | +1,055.1% |
| All | +6,625.5% | +3,520.0% | +3,105.5% | +2,215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling