+95.5%
AMD vs CLS
-28.7%
+124.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.1% | +5.0% |
| 7D | -15.5% | -21.1% | +5.6% | -6.3% |
| 30D | -22.6% | -38.2% | +15.6% | -5.2% |
| 3M | -5.7% | -36.3% | +30.6% | +12.6% |
| 6M | +43.1% | -43.8% | +86.9% | +77.8% |
| YTD | +128.2% | -20.0% | +148.3% | +138.3% |
| 1Y | +95.5% | -29.6% | +125.1% | +111.0% |
| All | +95.5% | -28.7% | +124.2% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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