+115.4%
AMD vs CLS
-26.6%
+142.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.4% | -3.4% | -6.2% |
| 7D | +18.9% | +16.3% | +2.6% | +11.3% |
| 30D | -6.4% | -25.7% | +19.2% | +6.8% |
| 3M | +10.6% | -30.9% | +41.4% | +29.4% |
| 6M | +19.9% | -35.5% | +55.4% | +42.2% |
| YTD | +149.4% | -18.7% | +168.1% | +161.3% |
| 1Y | +115.4% | -17.9% | +133.3% | +122.0% |
| All | +115.4% | -26.6% | +142.0% | +122.0% |
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