+234.4%
AMD vs CLSK
+42.1%
+192.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.6% |
| 7D | +14.0% | +17.2% | -3.2% | +6.8% |
| 30D | +11.0% | +14.6% | -3.6% | +4.0% |
| 3M | +9.6% | -16.8% | +26.4% | +15.0% |
| 6M | +157.1% | +38.2% | +118.9% | +125.3% |
| YTD | +143.3% | +31.2% | +112.1% | +113.8% |
| 1Y | +234.4% | +37.3% | +197.1% | +199.0% |
| All | +234.4% | +42.1% | +192.3% | +199.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling