-41.2%
CLF vs AMBA
-69.1%
+27.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.5% |
| 7D | -9.1% | -2.6% | -6.4% | -8.2% |
| 30D | -0.9% | -10.5% | +9.6% | +2.4% |
| 3M | +3.0% | -26.4% | +29.4% | +11.8% |
| 6M | +16.7% | -20.9% | +37.6% | +18.1% |
| YTD | -3.2% | -14.8% | +11.6% | -5.3% |
| 1Y | +24.6% | -36.1% | +60.7% | +31.7% |
| 3Y | -22.3% | +20.2% | -42.5% | -35.5% |
| 5Y | -41.2% | -67.2% | +26.0% | -49.4% |
| All | -41.2% | -69.1% | +27.9% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling