+1,362.0%
AMAT vs CLF
+80.0%
+1,282.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.4% |
| 7D | +19.3% | +16.0% | +3.4% | +14.8% |
| 30D | -17.9% | +1.6% | -19.6% | -18.4% |
| 3M | -30.4% | +6.7% | -37.1% | -32.1% |
| 6M | -11.4% | +21.1% | -32.6% | -17.4% |
| YTD | +48.8% | -1.6% | +50.3% | +44.0% |
| 1Y | +66.0% | +18.5% | +47.5% | +52.8% |
| 3Y | +158.8% | -21.0% | +179.8% | +143.2% |
| 5Y | +153.2% | -41.4% | +194.6% | +145.4% |
| All | +1,362.0% | +80.0% | +1,282.1% | +786.9% |
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