+301.8%
AMD vs CLF
-33.4%
+335.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.4% | +10.6% |
| 7D | -11.0% | -19.6% | +8.5% | -5.3% |
| 30D | -30.5% | -5.0% | -25.5% | -29.5% |
| 3M | -8.2% | -6.3% | -1.9% | -7.2% |
| 6M | +6.6% | +2.8% | +3.8% | +3.9% |
| YTD | +109.7% | -13.7% | +123.4% | +110.3% |
| 1Y | +88.9% | +13.6% | +75.3% | +75.7% |
| 3Y | +301.8% | -34.0% | +335.8% | +297.5% |
| All | +301.8% | -33.4% | +335.2% | +297.5% |
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 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