+66.9%
AMAT vs CLX
+9.5%
+57.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.6% |
| 7D | +11.4% | +9.5% | +1.9% | +12.6% |
| 30D | -17.0% | +30.7% | -47.7% | -13.3% |
| 3M | -30.6% | +4.2% | -34.8% | -29.6% |
| 6M | -14.9% | +22.1% | -37.1% | -12.2% |
| YTD | +44.7% | +14.1% | +30.6% | +65.2% |
| 1Y | +66.9% | +10.3% | +56.6% | +90.5% |
| All | +66.9% | +9.5% | +57.3% | +90.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling