+117.1%
AMAT vs CL
+43.3%
+73.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.1% | -13.5% | -13.6% |
| 7D | -24.3% | +5.9% | -30.2% | -23.1% |
| 30D | -39.8% | +13.8% | -53.6% | -37.8% |
| 3M | -40.2% | +6.4% | -46.6% | -38.9% |
| 6M | -22.1% | +15.6% | -37.7% | -19.4% |
| YTD | +24.7% | +27.9% | -3.2% | +29.7% |
| 1Y | +33.3% | +31.4% | +1.9% | +38.6% |
| 3Y | +133.9% | +41.4% | +92.5% | +124.6% |
| 5Y | +117.1% | +42.8% | +74.3% | +106.4% |
| All | +117.1% | +43.3% | +73.7% | +106.4% |
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