-34.0%
CLF vs AMBA
+16.7%
-50.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -0.2% |
| 7D | -19.6% | -7.2% | -12.3% | -17.6% |
| 30D | -5.0% | -10.4% | +5.4% | -1.6% |
| 3M | -6.3% | -30.1% | +23.8% | +3.6% |
| 6M | +2.8% | -22.4% | +25.2% | +4.1% |
| YTD | -13.7% | -17.3% | +3.6% | -15.9% |
| 1Y | +13.6% | -35.4% | +49.0% | +19.5% |
| 3Y | -34.0% | +18.6% | -52.6% | -48.8% |
| All | -34.0% | +16.7% | -50.7% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling