+5,710.3%
AMD vs CLF
+101.4%
+5,609.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -12.2% | -5.0% | -14.0% |
| 7D | -28.6% | -21.0% | -7.6% | -23.9% |
| 30D | -37.7% | -8.0% | -29.7% | -36.5% |
| 3M | -16.1% | -10.9% | -5.2% | -14.2% |
| 6M | +13.8% | +5.8% | +8.0% | +10.3% |
| YTD | +88.8% | -15.1% | +104.0% | +90.4% |
| 1Y | +57.8% | +7.2% | +50.5% | +49.7% |
| 3Y | +260.3% | -34.2% | +294.4% | +257.5% |
| 5Y | +196.6% | -49.6% | +246.2% | +203.2% |
| All | +5,710.3% | +101.4% | +5,609.0% | +4,596.5% |
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