+6,617.2%
AMD vs CLSK
-81.2%
+6,698.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +6.7% | +8.1% | +14.4% |
| 7D | +6.5% | -19.4% | +25.9% | +7.6% |
| 30D | -15.3% | -37.4% | +22.1% | -13.4% |
| 3M | +9.7% | -43.3% | +53.0% | +12.5% |
| 6M | +13.2% | -53.7% | +66.9% | +17.1% |
| YTD | +140.6% | -35.1% | +175.7% | +145.4% |
| 1Y | +111.2% | -56.3% | +167.5% | +118.1% |
| 3Y | +334.4% | +75.7% | +258.8% | +322.1% |
| 5Y | +268.3% | -67.7% | +336.0% | +262.1% |
| All | +6,617.2% | -81.2% | +6,698.4% | +6,051.5% |
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