+247.7%
AMGN vs CLSK
-63.3%
+311.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -2.2% |
| 7D | -13.9% | +1.7% | -15.6% | -13.9% |
| 30D | -7.1% | +11.1% | -18.3% | -7.2% |
| 3M | +13.9% | -14.1% | +28.0% | +13.9% |
| 6M | +3.2% | +32.9% | -29.7% | +3.0% |
| YTD | +19.2% | +26.5% | -7.2% | +18.9% |
| 1Y | +41.1% | +27.6% | +13.5% | +40.7% |
| 3Y | +61.3% | +190.9% | -129.6% | +60.0% |
| 5Y | +109.1% | -0.4% | +109.4% | +107.2% |
| All | +247.7% | -63.3% | +311.0% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling