+142.7%
AMAT vs CLF
-33.4%
+176.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.8% |
| 7D | -14.7% | -19.6% | +4.9% | -10.1% |
| 30D | -36.1% | -5.0% | -31.1% | -35.4% |
| 3M | -36.9% | -6.3% | -30.6% | -36.2% |
| 6M | -22.2% | +2.8% | -25.0% | -23.6% |
| YTD | +29.9% | -13.7% | +43.6% | +30.5% |
| 1Y | +43.3% | +13.6% | +29.7% | +34.9% |
| 3Y | +142.7% | -34.0% | +176.7% | +139.4% |
| All | +142.7% | -33.4% | +176.1% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling