+1,587.5%
AMAT vs CLF
+128.0%
+1,459.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.8% |
| 7D | -1.5% | +7.6% | -9.1% | -3.4% |
| 30D | -14.8% | -1.2% | -13.6% | -14.7% |
| 3M | -9.3% | -13.4% | +4.1% | -6.7% |
| 6M | +27.4% | +15.4% | +12.0% | +20.8% |
| YTD | +77.6% | -5.9% | +83.4% | +75.0% |
| 1Y | +188.9% | +18.8% | +170.1% | +162.3% |
| 3Y | +202.3% | -19.4% | +221.7% | +183.4% |
| 5Y | +248.9% | -47.7% | +296.6% | +248.4% |
| All | +1,587.5% | +128.0% | +1,459.5% | +919.7% |
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