+132.8%
AMAT vs CRL
+72.9%
+60.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.5% | -12.3% |
| 7D | -24.3% | -16.8% | -7.5% | -19.7% |
| 30D | -39.8% | +2.6% | -42.4% | -40.1% |
| 3M | -40.2% | +20.1% | -60.2% | -43.5% |
| 6M | -22.1% | +68.8% | -91.0% | -34.5% |
| YTD | +24.7% | +56.9% | -32.2% | +6.4% |
| 1Y | +33.3% | +86.7% | -53.4% | +7.1% |
| All | +132.8% | +72.9% | +60.0% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling