+1,321.9%
AMAT vs CLF
+74.2%
+1,247.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.9% |
| 7D | +11.4% | +10.4% | +1.0% | +8.6% |
| 30D | -17.0% | +0.6% | -17.6% | -17.2% |
| 3M | -30.6% | +4.1% | -34.7% | -31.8% |
| 6M | -14.9% | +15.1% | -30.0% | -19.5% |
| YTD | +44.7% | -4.7% | +49.4% | +41.2% |
| 1Y | +66.9% | +20.4% | +46.5% | +52.9% |
| 3Y | +153.3% | -23.4% | +176.7% | +139.9% |
| 5Y | +146.2% | -43.3% | +189.5% | +140.8% |
| All | +1,321.9% | +74.2% | +1,247.7% | +770.2% |
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