+74.6%
CLF vs AMC
-98.8%
+173.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -3.1% |
| 7D | +10.4% | +3.5% | +6.9% | +10.2% |
| 30D | +0.6% | +12.5% | -11.9% | -0.1% |
| 3M | +4.1% | +23.6% | -19.5% | +2.6% |
| 6M | +15.1% | +144.4% | -129.3% | +7.8% |
| YTD | -4.7% | +108.3% | -113.1% | -10.1% |
| 1Y | +20.4% | +38.9% | -18.5% | +16.1% |
| 3Y | -23.4% | -58.9% | +35.5% | -23.5% |
| 5Y | -43.3% | -99.2% | +55.9% | -35.3% |
| All | +74.6% | -98.8% | +173.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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