+1,315.3%
AMAT vs CL
+76.2%
+1,239.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.4% | +9.9% | +11.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | -26.9% | +11.6% | -38.5% | -28.8% |
| 3M | -31.2% | +5.6% | -36.8% | -32.2% |
| 6M | -14.7% | +13.2% | -27.9% | -18.4% |
| YTD | +44.7% | +26.9% | +17.8% | +32.6% |
| 1Y | +62.0% | +27.3% | +34.6% | +47.9% |
| 3Y | +165.0% | +39.7% | +125.2% | +119.1% |
| 5Y | +147.1% | +41.3% | +105.8% | +99.6% |
| 10Y | +1,315.3% | +76.3% | +1,239.0% | +932.8% |
| All | +1,315.3% | +76.2% | +1,239.1% | +932.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling