+1,637.6%
AMAT vs CLSK
-61.9%
+1,699.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +6.9% | +17.2% | -10.3% | +6.3% |
| 30D | -10.1% | +14.6% | -24.7% | -10.6% |
| 3M | -6.0% | -16.8% | +10.9% | -5.5% |
| 6M | +38.6% | +38.2% | +0.5% | +37.1% |
| YTD | +83.1% | +31.2% | +51.9% | +81.0% |
| 1Y | +188.3% | +37.3% | +151.0% | +183.8% |
| 3Y | +225.3% | +201.8% | +23.5% | +209.6% |
| 5Y | +262.0% | -1.6% | +263.5% | +244.9% |
| All | +1,637.6% | -61.9% | +1,699.6% | +1,504.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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