+1,585.2%
AMAT vs CLSK
-63.6%
+1,648.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.3% |
| 7D | -1.5% | +8.8% | -10.3% | -1.8% |
| 30D | -14.8% | -6.0% | -8.8% | -14.7% |
| 3M | -9.3% | -24.4% | +15.1% | -8.5% |
| 6M | +27.4% | +19.0% | +8.4% | +26.6% |
| YTD | +77.6% | +25.4% | +52.2% | +75.8% |
| 1Y | +188.9% | +39.8% | +149.2% | +184.3% |
| 3Y | +202.3% | +177.7% | +24.6% | +188.3% |
| 5Y | +248.9% | -11.0% | +259.9% | +233.1% |
| All | +1,585.2% | -63.6% | +1,648.9% | +1,458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling