+1,162.1%
AMAT vs CLX
+19.4%
+1,142.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +4.0% | +4.2% |
| 7D | -14.7% | +13.6% | -28.3% | -15.6% |
| 30D | -36.1% | +23.4% | -59.5% | -37.2% |
| 3M | -36.9% | -2.8% | -34.0% | -36.7% |
| 6M | -22.2% | +14.0% | -36.2% | -23.6% |
| YTD | +29.9% | +4.2% | +25.8% | +29.1% |
| 1Y | +43.3% | -1.2% | +44.4% | +43.2% |
| 3Y | +142.7% | -12.7% | +155.4% | +142.0% |
| 5Y | +126.2% | -26.5% | +152.7% | +129.3% |
| All | +1,162.1% | +19.4% | +1,142.7% | +877.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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