+373.4%
AMD vs CLBK
+56.6%
+316.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.3% |
| 7D | +13.1% | +2.2% | +11.0% | +12.7% |
| 30D | -7.0% | +5.0% | -11.9% | -8.1% |
| 3M | +16.6% | +3.3% | +13.3% | +15.6% |
| 6M | +20.5% | +29.6% | -9.1% | +12.2% |
| YTD | +158.2% | +62.1% | +96.0% | +124.7% |
| 1Y | +132.8% | +64.3% | +68.4% | +101.3% |
| All | +373.4% | +56.6% | +316.8% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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