+61.4%
AMAT vs CRL
+85.3%
-24.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -1.5% |
| 7D | -11.2% | -12.8% | +1.6% | -8.3% |
| 30D | -31.9% | +5.0% | -36.9% | -32.2% |
| 3M | -32.3% | +39.4% | -71.7% | -36.8% |
| 6M | -5.4% | +89.4% | -94.7% | -17.8% |
| YTD | +44.3% | +63.6% | -19.3% | +29.8% |
| 1Y | +61.4% | +83.5% | -22.1% | +45.4% |
| All | +61.4% | +85.3% | -24.0% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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