+20.2%
CLF vs AG
+29.4%
-9.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +9.1% | -18.3% | -11.5% |
| 7D | -7.9% | -2.6% | -5.3% | -7.5% |
| 30D | +5.2% | -12.1% | +17.4% | +8.5% |
| 3M | +4.3% | -6.6% | +10.9% | +4.9% |
| 6M | +25.3% | -20.5% | +45.7% | +30.3% |
| YTD | -3.3% | -7.4% | +4.1% | -7.8% |
| 1Y | +20.2% | +33.4% | -13.2% | +0.5% |
| All | +20.2% | +29.4% | -9.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling