-16.1%
AMD vs CLX
-2.8%
-13.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.5% | -17.8% | -17.0% |
| 7D | -28.6% | +12.4% | -41.0% | -24.9% |
| 30D | -37.7% | +21.1% | -58.8% | -32.0% |
| 3M | -16.1% | -3.3% | -12.8% | -21.8% |
| All | -16.1% | -2.8% | -13.3% | -21.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling