+126.4%
CLF vs AMBA
-7.1%
+133.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +7.6% | -11.0% | +18.5% | +11.6% |
| 30D | -1.2% | -23.2% | +22.0% | +7.2% |
| 3M | -13.4% | -12.7% | -0.7% | -13.6% |
| 6M | +15.4% | +11.2% | +4.2% | +4.0% |
| YTD | -5.9% | -11.2% | +5.3% | -9.3% |
| 1Y | +18.8% | -22.5% | +41.4% | +18.0% |
| 3Y | -19.4% | -1.3% | -18.1% | -31.2% |
| 5Y | -47.7% | -54.2% | +6.4% | -50.9% |
| All | +126.4% | -7.1% | +133.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling