+9,703.6%
AMD vs CLX
+2,602.7%
+7,100.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.5% | -17.8% | -17.4% |
| 7D | -28.6% | +12.4% | -41.0% | -30.8% |
| 30D | -37.7% | +21.1% | -58.8% | -41.0% |
| 3M | -16.1% | -3.3% | -12.8% | -15.9% |
| 6M | +13.8% | +18.8% | -5.0% | +6.7% |
| YTD | +88.8% | +3.9% | +84.9% | +82.4% |
| 1Y | +57.8% | -3.8% | +61.6% | +55.5% |
| 3Y | +260.3% | -10.5% | +270.8% | +254.3% |
| 5Y | +196.6% | -26.7% | +223.3% | +201.0% |
| 10Y | +6,064.6% | +19.9% | +6,044.7% | +5,062.1% |
| All | +9,703.6% | +2,602.7% | +7,100.9% | +3,913.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling