+331.1%
AMD vs CLF
-18.8%
+349.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.2% |
| 7D | +2.6% | +7.6% | -5.0% | +0.4% |
| 30D | -0.9% | -1.2% | +0.3% | -0.9% |
| 3M | -8.7% | -13.4% | +4.7% | -5.8% |
| 6M | +136.3% | +15.4% | +120.9% | +123.3% |
| YTD | +123.0% | -5.9% | +128.9% | +119.3% |
| 1Y | +195.2% | +18.8% | +176.4% | +167.1% |
| All | +331.1% | -18.8% | +349.9% | +283.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling