+112,225.0%
AMAT vs CVX
+4,859.2%
+107,365.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.9% | +12.2% | +11.8% |
| 7D | -1.1% | -7.5% | +6.4% | +2.4% |
| 30D | -26.9% | -0.6% | -26.4% | -26.9% |
| 3M | -31.2% | +14.0% | -45.2% | -35.6% |
| 6M | -14.7% | +18.1% | -32.8% | -22.4% |
| YTD | +44.7% | +42.2% | +2.5% | +19.2% |
| 1Y | +62.0% | +41.3% | +20.6% | +33.6% |
| 3Y | +165.0% | +68.3% | +96.6% | +98.8% |
| 5Y | +147.1% | +122.0% | +25.1% | +58.5% |
| 10Y | +1,315.3% | +198.6% | +1,116.7% | +664.2% |
| All | +112,225.0% | +4,859.2% | +107,365.8% | +24,809.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling