+6,882.0%
AMD vs CLX
-4.4%
+6,886.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.9% |
| 7D | +2.6% | -9.2% | +11.8% | +3.9% |
| 30D | -0.9% | -11.0% | +10.1% | +0.5% |
| 3M | -8.7% | +5.0% | -13.8% | -10.2% |
| 6M | +136.3% | -18.8% | +155.2% | +142.4% |
| YTD | +123.0% | -4.4% | +127.4% | +121.7% |
| 1Y | +195.2% | -21.9% | +217.0% | +203.5% |
| 3Y | +336.3% | -32.8% | +369.1% | +358.3% |
| 5Y | +334.5% | -34.6% | +369.0% | +346.9% |
| All | +6,882.0% | -4.4% | +6,886.4% | +5,776.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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