+108.5%
AMD vs CLX
+3.6%
+104.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +5.6% | +7.7% | +14.2% |
| 7D | +8.9% | +17.4% | -8.4% | +12.6% |
| 30D | -16.4% | +27.8% | -44.1% | -11.5% |
| 3M | +5.2% | +3.0% | +2.2% | +6.3% |
| 6M | +11.7% | +17.5% | -5.8% | +15.6% |
| YTD | +137.5% | +10.0% | +127.5% | +148.9% |
| All | +108.5% | +3.6% | +104.8% | +118.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling