+6,406.4%
AMD vs CLF
+128.0%
+6,278.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.2% |
| 7D | +2.6% | +7.6% | -5.0% | +0.6% |
| 30D | -0.9% | -1.2% | +0.3% | -0.9% |
| 3M | -8.7% | -13.4% | +4.7% | -6.3% |
| 6M | +136.3% | +15.4% | +120.9% | +124.2% |
| YTD | +123.0% | -5.9% | +128.9% | +120.0% |
| 1Y | +195.2% | +18.8% | +176.4% | +169.5% |
| 3Y | +336.3% | -19.4% | +355.7% | +312.1% |
| 5Y | +334.5% | -47.7% | +382.2% | +338.6% |
| All | +6,406.4% | +128.0% | +6,278.4% | +4,044.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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