+247.2%
AMAT vs CL
+28.4%
+218.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.0% |
| 7D | -1.5% | -2.2% | +0.7% | -1.9% |
| 30D | -14.8% | -4.8% | -10.0% | -15.6% |
| 3M | -9.3% | +4.9% | -14.2% | -8.8% |
| 6M | +27.4% | -5.7% | +33.1% | +27.0% |
| YTD | +77.6% | +14.4% | +63.2% | +79.3% |
| 1Y | +188.9% | +8.7% | +180.2% | +192.7% |
| 3Y | +202.3% | +30.0% | +172.3% | +180.2% |
| All | +247.2% | +28.4% | +218.8% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling