+117.5%
AMAT vs CLX
-26.6%
+144.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.5% | -14.1% | -13.6% |
| 7D | -24.3% | +12.4% | -36.7% | -24.1% |
| 30D | -39.8% | +21.1% | -60.9% | -39.6% |
| 3M | -40.2% | -3.3% | -36.9% | -40.0% |
| 6M | -22.1% | +18.8% | -40.9% | -22.5% |
| YTD | +24.7% | +3.9% | +20.8% | +25.5% |
| 1Y | +33.3% | -3.8% | +37.1% | +34.6% |
| 3Y | +133.9% | -10.5% | +144.4% | +131.5% |
| All | +117.5% | -26.6% | +144.1% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling