+1,315.3%
AMAT vs CLF
+92.7%
+1,222.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.0% | +4.4% | +9.5% |
| 7D | -1.1% | -14.1% | +13.0% | +3.3% |
| 30D | -26.9% | -5.5% | -21.4% | -25.9% |
| 3M | -31.2% | 0.0% | -31.2% | -31.7% |
| 6M | -14.7% | +11.3% | -26.0% | -18.6% |
| YTD | +44.7% | -7.7% | +52.4% | +42.5% |
| 1Y | +62.0% | +17.5% | +44.4% | +49.2% |
| 3Y | +165.0% | -25.4% | +190.4% | +152.8% |
| 5Y | +147.1% | -46.0% | +193.1% | +144.8% |
| 10Y | +1,315.3% | +80.1% | +1,235.2% | +791.3% |
| All | +1,315.3% | +92.7% | +1,222.6% | +791.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling