+295.8%
AMD vs CLX
-21.9%
+317.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.9% |
| 7D | +44.7% | +8.5% | +36.2% | +45.1% |
| 30D | -3.3% | +30.0% | -33.3% | -2.1% |
| 3M | +21.2% | +3.8% | +17.4% | +21.7% |
| 6M | +30.6% | +24.6% | +5.9% | +31.4% |
| YTD | +173.3% | +12.8% | +160.5% | +174.6% |
| 1Y | +126.1% | +8.6% | +117.5% | +127.3% |
| 3Y | +393.5% | -8.6% | +402.2% | +393.9% |
| 5Y | +295.8% | -21.8% | +317.5% | +296.4% |
| All | +295.8% | -21.9% | +317.6% | +296.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling