+1,591.4%
AMAT vs CLX
-4.4%
+1,595.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.4% |
| 7D | -1.5% | -9.2% | +7.7% | -0.6% |
| 30D | -14.8% | -11.0% | -3.7% | -13.9% |
| 3M | -9.3% | +5.0% | -14.3% | -10.2% |
| 6M | +27.4% | -18.8% | +46.2% | +30.1% |
| YTD | +77.6% | -4.4% | +82.0% | +77.7% |
| 1Y | +188.9% | -21.9% | +210.8% | +196.3% |
| 3Y | +202.3% | -32.8% | +235.0% | +213.9% |
| 5Y | +248.9% | -34.6% | +283.5% | +258.4% |
| All | +1,591.4% | -4.4% | +1,595.8% | +1,328.8% |
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