+334.4%
AMD vs CLX
-9.6%
+344.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +6.6% | +8.1% | +15.6% |
| 7D | +6.5% | +13.6% | -7.2% | +8.6% |
| 30D | -15.3% | +29.1% | -44.3% | -11.4% |
| 3M | +9.7% | +1.6% | +8.1% | +10.3% |
| 6M | +13.2% | +18.7% | -5.5% | +16.8% |
| YTD | +140.6% | +11.1% | +129.5% | +146.1% |
| 1Y | +111.2% | +7.0% | +104.2% | +115.3% |
| 3Y | +334.4% | -10.0% | +344.4% | +343.2% |
| All | +334.4% | -9.6% | +344.0% | +343.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling