+57.7%
AMGN vs CLSK
+211.4%
-153.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.8% | -8.1% | -1.5% |
| 7D | -13.7% | +7.7% | -21.4% | -13.9% |
| 30D | -8.8% | +12.2% | -21.0% | -9.1% |
| 3M | +7.2% | -15.5% | +22.7% | +7.4% |
| 6M | +1.3% | +39.3% | -38.1% | -0.3% |
| YTD | +17.6% | +35.1% | -17.4% | +15.5% |
| 1Y | +37.2% | +34.0% | +3.1% | +34.0% |
| 3Y | +57.7% | +226.3% | -168.5% | +42.8% |
| All | +57.7% | +211.4% | -153.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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