+1,425.2%
AMAT vs CLS
+1,924.3%
-499.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.5% | -2.4% | +2.4% |
| 7D | +7.0% | +2.8% | +4.2% | +6.1% |
| 30D | -20.6% | -30.1% | +9.5% | -7.9% |
| 3M | -24.8% | -21.7% | -3.0% | -17.6% |
| 6M | -10.7% | -36.2% | +25.5% | +5.0% |
| YTD | +54.3% | -17.8% | +72.1% | +59.0% |
| 1Y | +73.7% | -26.8% | +100.5% | +84.5% |
| 3Y | +168.4% | +853.4% | -685.0% | -24.1% |
| 5Y | +167.6% | +2,005.0% | -1,837.5% | -49.8% |
| 10Y | +1,425.2% | +1,929.4% | -504.2% | +123.6% |
| All | +1,425.2% | +1,924.3% | -499.1% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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