+376.3%
AMD vs CLSK
-1.2%
+377.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.2% | -0.3% | +4.5% |
| 7D | +10.0% | +21.9% | -11.8% | +5.0% |
| 30D | +4.6% | +9.6% | -5.0% | +1.9% |
| 3M | +3.1% | -18.4% | +21.5% | +7.0% |
| 6M | +162.8% | +46.4% | +116.5% | +140.2% |
| YTD | +136.2% | +33.2% | +102.9% | +118.3% |
| 1Y | +234.0% | +47.0% | +187.0% | +197.8% |
| 3Y | +376.7% | +206.4% | +170.3% | +185.1% |
| 5Y | +376.3% | +5.4% | +371.0% | +224.0% |
| All | +376.3% | -1.2% | +377.6% | +224.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling