+154.7%
AMAT vs CLX
-8.8%
+163.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.7% |
| 7D | -2.5% | +13.6% | -16.1% | -0.3% |
| 30D | -26.5% | +29.1% | -55.6% | -23.0% |
| 3M | -28.6% | +1.6% | -30.2% | -28.0% |
| 6M | -14.2% | +18.7% | -33.0% | -11.1% |
| YTD | +45.5% | +11.1% | +34.4% | +52.2% |
| 1Y | +59.3% | +7.0% | +52.3% | +65.8% |
| All | +154.7% | -8.8% | +163.5% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling