+7,765.4%
AMD vs CLX
+32.0%
+7,733.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -9.9% | -8.9% |
| 7D | +18.9% | +9.5% | +9.4% | +17.8% |
| 30D | -6.4% | +30.7% | -37.1% | -9.2% |
| 3M | +10.6% | +4.2% | +6.3% | +10.1% |
| 6M | +19.9% | +22.1% | -2.2% | +16.2% |
| YTD | +149.4% | +14.1% | +135.3% | +143.0% |
| 1Y | +115.4% | +10.3% | +105.1% | +110.9% |
| 3Y | +357.3% | -7.8% | +365.1% | +354.0% |
| 5Y | +261.1% | -20.8% | +282.0% | +261.7% |
| All | +7,765.4% | +32.0% | +7,733.4% | +6,898.0% |
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