+1,315.3%
AMAT vs CRL
+400.8%
+914.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.7% | +6.7% | +9.1% |
| 7D | -1.1% | +4.4% | -5.4% | -2.8% |
| 30D | -26.9% | +17.1% | -44.0% | -32.1% |
| 3M | -31.2% | +32.1% | -63.3% | -40.1% |
| 6M | -14.7% | +98.9% | -113.6% | -40.2% |
| YTD | +44.7% | +77.1% | -32.4% | +5.5% |
| 1Y | +62.0% | +110.3% | -48.3% | +7.9% |
| 3Y | +165.0% | +108.5% | +56.5% | +59.3% |
| 5Y | +147.1% | -7.9% | +155.0% | +135.1% |
| 10Y | +1,315.3% | +368.9% | +946.3% | +406.2% |
| All | +1,315.3% | +400.8% | +914.4% | +406.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling