+1,315.3%
AMAT vs CVX
+203.1%
+1,112.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.9% | +12.2% | +11.8% |
| 7D | -1.1% | -7.5% | +6.4% | +2.6% |
| 30D | -26.9% | -0.6% | -26.4% | -26.9% |
| 3M | -31.2% | +14.0% | -45.2% | -35.8% |
| 6M | -14.7% | +18.1% | -32.8% | -22.9% |
| YTD | +44.7% | +42.2% | +2.5% | +16.6% |
| 1Y | +62.0% | +41.3% | +20.6% | +30.6% |
| 3Y | +165.0% | +68.3% | +96.6% | +90.8% |
| 5Y | +147.1% | +122.0% | +25.1% | +45.3% |
| 10Y | +1,315.3% | +198.6% | +1,116.7% | +669.0% |
| All | +1,315.3% | +203.1% | +1,112.2% | +669.0% |
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