+61.4%
AMAT vs CLF
+12.5%
+48.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.2% | +5.9% | -1.1% |
| 7D | -11.2% | -7.9% | -3.3% | -9.5% |
| 30D | -31.9% | +5.2% | -37.1% | -32.8% |
| 3M | -32.3% | +4.3% | -36.7% | -33.5% |
| 6M | -5.4% | +25.3% | -30.7% | -10.5% |
| YTD | +44.3% | -3.3% | +47.6% | +38.6% |
| 1Y | +61.4% | +20.2% | +41.1% | +42.0% |
| All | +61.4% | +12.5% | +48.8% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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