+6,863.0%
AMD vs CLSK
-80.9%
+6,943.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.8% | -6.0% | -8.6% |
| 7D | +18.9% | +8.0% | +11.0% | +18.6% |
| 30D | -6.4% | -27.9% | +21.5% | -5.0% |
| 3M | +10.6% | -42.3% | +52.8% | +13.3% |
| 6M | +19.9% | -50.0% | +69.9% | +23.6% |
| YTD | +149.4% | -34.3% | +183.7% | +154.3% |
| 1Y | +115.4% | -44.5% | +159.9% | +120.6% |
| 3Y | +357.3% | +74.5% | +282.7% | +344.3% |
| 5Y | +261.1% | -69.0% | +330.1% | +255.0% |
| All | +6,863.0% | -80.9% | +6,943.9% | +6,273.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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