+61.4%
AMAT vs CL
+33.4%
+27.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.6% | -0.4% |
| 7D | -11.2% | +7.7% | -18.9% | -4.9% |
| 30D | -31.9% | +15.2% | -47.1% | -22.5% |
| 3M | -32.3% | +7.3% | -39.7% | -26.9% |
| 6M | -5.4% | +17.0% | -22.4% | +8.3% |
| YTD | +44.3% | +28.0% | +16.3% | +82.4% |
| 1Y | +61.4% | +32.1% | +29.3% | +110.1% |
| All | +61.4% | +33.4% | +27.9% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling