+126.7%
AMAT vs CL
+39.7%
+87.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +3.7% |
| 7D | -14.7% | +1.3% | -16.0% | -14.3% |
| 30D | -36.1% | +11.4% | -47.4% | -34.3% |
| 3M | -36.9% | +4.4% | -41.3% | -35.8% |
| 6M | -22.2% | +10.8% | -33.0% | -20.0% |
| YTD | +29.9% | +25.1% | +4.8% | +34.4% |
| 1Y | +43.3% | +28.0% | +15.3% | +48.2% |
| 3Y | +142.7% | +37.6% | +105.1% | +132.3% |
| All | +126.7% | +39.7% | +87.0% | +115.0% |
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