-65.9%
CLF vs AMBA
+925.3%
-991.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.4% | -10.0% | -4.0% |
| 7D | -2.7% | +2.5% | -5.1% | -3.5% |
| 30D | -3.2% | -16.1% | +12.9% | +1.3% |
| 3M | -5.0% | +4.6% | -9.6% | -9.6% |
| 6M | +26.6% | +29.2% | -2.6% | +11.3% |
| YTD | -9.0% | -2.9% | -6.1% | -13.8% |
| 1Y | +11.8% | -18.7% | +30.6% | +10.1% |
| 3Y | -15.1% | +14.9% | -30.0% | -28.0% |
| 5Y | -48.2% | -53.0% | +4.8% | -50.0% |
| 10Y | +127.6% | +8.3% | +119.3% | +59.6% |
| All | -65.9% | +925.3% | -991.2% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling