+203.0%
AMAT vs CRL
+38.0%
+165.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.8% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | -14.8% | +10.7% | -25.5% | -17.5% |
| 3M | -9.3% | +55.3% | -64.6% | -21.3% |
| 6M | +27.4% | +60.7% | -33.3% | +8.2% |
| YTD | +77.6% | +44.6% | +32.9% | +55.4% |
| 1Y | +188.9% | +77.7% | +111.2% | +134.7% |
| All | +203.0% | +38.0% | +165.0% | +152.7% |
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