+6,351.7%
AMD vs CLF
+104.8%
+6,246.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.4% | +10.6% |
| 7D | -11.0% | -19.6% | +8.5% | -5.6% |
| 30D | -30.5% | -5.0% | -25.5% | -29.6% |
| 3M | -8.2% | -6.3% | -1.9% | -7.3% |
| 6M | +6.6% | +2.8% | +3.8% | +3.9% |
| YTD | +109.7% | -13.7% | +123.4% | +110.6% |
| 1Y | +88.9% | +13.6% | +75.3% | +76.6% |
| 3Y | +301.8% | -34.0% | +335.8% | +298.5% |
| 5Y | +229.4% | -48.7% | +278.1% | +235.4% |
| All | +6,351.7% | +104.8% | +6,246.9% | +5,094.0% |
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