+8,441.8%
AMAT vs CLS
+3,265.4%
+5,176.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -1.5% | +4.6% | -6.1% | -3.7% |
| 30D | -14.8% | -13.9% | -0.9% | -10.4% |
| 3M | -9.3% | -26.6% | +17.3% | +1.4% |
| 6M | +27.4% | +15.4% | +12.0% | +16.5% |
| YTD | +77.6% | +5.7% | +71.9% | +66.4% |
| 1Y | +188.9% | +41.1% | +147.8% | +133.9% |
| 3Y | +202.3% | +1,228.6% | -1,026.3% | -13.3% |
| 5Y | +248.9% | +3,240.6% | -2,991.7% | -32.7% |
| 10Y | +1,585.2% | +2,760.3% | -1,175.1% | +213.4% |
| All | +8,441.8% | +3,265.4% | +5,176.4% | +674.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling