+115.4%
AMD vs CLF
+15.2%
+100.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.5% | -7.7% |
| 7D | +18.9% | +10.4% | +8.5% | +15.5% |
| 30D | -6.4% | +0.6% | -7.0% | -6.4% |
| 3M | +10.6% | +4.1% | +6.5% | +8.9% |
| 6M | +19.9% | +15.1% | +4.8% | +13.8% |
| YTD | +149.4% | -4.7% | +154.1% | +134.5% |
| 1Y | +115.4% | +20.4% | +95.0% | +80.3% |
| All | +115.4% | +15.2% | +100.2% | +80.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling