+348.0%
AMD vs CLSK
+182.0%
+166.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.5% |
| 7D | +2.6% | +8.8% | -6.3% | +0.6% |
| 30D | -0.9% | -6.0% | +5.1% | -0.2% |
| 3M | -8.7% | -24.4% | +15.7% | -4.2% |
| 6M | +136.3% | +19.0% | +117.3% | +127.7% |
| YTD | +123.0% | +25.4% | +97.6% | +111.7% |
| 1Y | +195.2% | +39.8% | +155.4% | +175.0% |
| All | +348.0% | +182.0% | +166.0% | +295.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling