+6,351.7%
AMD vs CLX
+19.4%
+6,332.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.8% | +11.0% |
| 7D | -11.0% | +13.6% | -24.6% | -12.3% |
| 30D | -30.5% | +23.4% | -53.8% | -32.2% |
| 3M | -8.2% | -2.8% | -5.4% | -8.0% |
| 6M | +6.6% | +14.0% | -7.4% | +3.9% |
| YTD | +109.7% | +4.2% | +105.5% | +106.3% |
| 1Y | +88.9% | -1.2% | +90.1% | +87.3% |
| 3Y | +301.8% | -12.7% | +314.5% | +299.4% |
| 5Y | +229.4% | -26.5% | +255.8% | +231.6% |
| All | +6,351.7% | +19.4% | +6,332.3% | +4,886.0% |
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