+8,164.6%
AMD vs CLS
+1,924.3%
+6,240.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.5% | -1.2% | +3.7% |
| 7D | +13.1% | +2.8% | +10.4% | +12.7% |
| 30D | -7.0% | -30.1% | +23.1% | +8.3% |
| 3M | +16.6% | -21.7% | +38.3% | +28.3% |
| 6M | +20.5% | -36.2% | +56.8% | +41.8% |
| YTD | +158.2% | -17.8% | +176.0% | +167.1% |
| 1Y | +132.8% | -26.8% | +159.6% | +148.9% |
| 3Y | +366.2% | +853.4% | -487.1% | +48.2% |
| 5Y | +278.7% | +2,005.0% | -1,726.4% | -15.8% |
| 10Y | +8,164.6% | +1,929.4% | +6,235.2% | +1,625.3% |
| All | +8,164.6% | +1,924.3% | +6,240.2% | +1,625.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling