+261.9%
AMD vs CLS
+699.8%
-438.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.0% | -4.2% | -11.8% |
| 7D | -28.6% | -27.3% | -1.3% | -18.1% |
| 30D | -37.7% | -47.0% | +9.3% | -19.2% |
| 3M | -16.1% | -43.3% | +27.2% | +4.5% |
| 6M | +13.8% | -50.8% | +64.6% | +48.0% |
| YTD | +88.8% | -30.4% | +119.3% | +109.5% |
| 1Y | +57.8% | -41.7% | +99.4% | +85.1% |
| All | +261.9% | +699.8% | -438.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling