+61.0%
AA vs CLX
-20.9%
+81.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.2% |
| 7D | -0.7% | -9.2% | +8.5% | -1.1% |
| 30D | +5.0% | -11.0% | +16.0% | +4.5% |
| 3M | -35.8% | +5.0% | -40.9% | -35.1% |
| 6M | -18.4% | -18.8% | +0.4% | -18.2% |
| YTD | -5.5% | -4.4% | -1.1% | -1.6% |
| 1Y | +61.0% | -21.9% | +82.8% | +64.2% |
| All | +61.0% | -20.9% | +81.8% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling