-47.8%
CLF vs AMBA
-54.5%
+6.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +7.6% | -11.0% | +18.5% | +11.0% |
| 30D | -1.2% | -23.2% | +22.0% | +5.9% |
| 3M | -13.4% | -12.7% | -0.7% | -13.5% |
| 6M | +15.4% | +11.2% | +4.2% | +5.3% |
| YTD | -5.9% | -11.2% | +5.3% | -8.9% |
| 1Y | +18.8% | -22.5% | +41.4% | +18.2% |
| 3Y | -19.4% | -1.3% | -18.1% | -29.7% |
| All | -47.8% | -54.5% | +6.7% | -58.8% |
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 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