-14.7%
AMRZ vs CLBK
+87.0%
-101.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.9% | +1.2% | -3.1% | -2.2% |
| 30D | -16.9% | +9.1% | -26.1% | -18.9% |
| 3M | -19.2% | +27.7% | -46.9% | -25.0% |
| 6M | -29.3% | +40.8% | -70.1% | -36.4% |
| YTD | -18.0% | +66.4% | -84.4% | -29.4% |
| 1Y | -15.1% | +72.4% | -87.5% | -27.5% |
| All | -14.7% | +87.0% | -101.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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