+100,756.0%
AMAT vs CVX
+4,902.2%
+95,853.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | -9.7% | -5.0% | -10.7% |
| 30D | -36.1% | +3.6% | -39.7% | -37.2% |
| 3M | -36.9% | +13.3% | -50.2% | -40.7% |
| 6M | -22.2% | +16.9% | -39.1% | -28.8% |
| YTD | +29.9% | +43.4% | -13.5% | +6.7% |
| 1Y | +43.3% | +44.5% | -1.2% | +17.0% |
| 3Y | +142.7% | +64.0% | +78.7% | +84.4% |
| 5Y | +126.2% | +126.4% | -0.2% | +43.9% |
| 10Y | +1,211.7% | +209.4% | +1,002.4% | +597.9% |
| All | +100,756.0% | +4,902.2% | +95,853.8% | +22,190.3% |
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