+6,530.8%
AMD vs CLSK
-80.2%
+6,611.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +12.2% | +1.1% | +12.7% |
| 7D | +8.9% | -3.4% | +12.3% | +9.1% |
| 30D | -16.4% | -34.2% | +17.8% | -14.7% |
| 3M | +5.2% | -43.8% | +49.0% | +7.9% |
| 6M | +11.7% | -51.3% | +63.1% | +15.3% |
| YTD | +137.5% | -31.7% | +169.2% | +141.7% |
| 1Y | +117.8% | -55.6% | +173.4% | +124.7% |
| 3Y | +348.1% | +87.3% | +260.9% | +334.2% |
| 5Y | +241.5% | -67.6% | +309.1% | +235.1% |
| All | +6,530.8% | -80.2% | +6,611.0% | +5,958.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling