+1,425.2%
AMAT vs CVX
+202.5%
+1,222.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.6% |
| 7D | +7.0% | -1.7% | +8.6% | +7.9% |
| 30D | -20.6% | -0.8% | -19.8% | -20.4% |
| 3M | -24.8% | +9.4% | -34.2% | -28.3% |
| 6M | -10.7% | +17.5% | -28.3% | -19.0% |
| YTD | +54.3% | +43.8% | +10.4% | +23.6% |
| 1Y | +73.7% | +41.9% | +31.8% | +39.9% |
| 3Y | +168.4% | +69.1% | +99.3% | +92.9% |
| 5Y | +167.6% | +128.3% | +39.3% | +54.9% |
| 10Y | +1,425.2% | +204.9% | +1,220.3% | +734.7% |
| All | +1,425.2% | +202.5% | +1,222.6% | +734.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 10y: compounded portfolio wealth divided by compounded CVX 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…
10y analysis · Full analysis span regression · 6 months rolling