+83.5%
CLF vs AMC
-98.7%
+182.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.8% |
| 7D | -9.1% | +5.5% | -14.5% | -9.3% |
| 30D | -0.9% | +16.1% | -17.0% | -1.8% |
| 3M | +3.0% | +43.0% | -40.0% | +0.6% |
| 6M | +16.7% | +130.7% | -114.0% | +9.6% |
| YTD | -3.2% | +121.8% | -125.0% | -9.0% |
| 1Y | +24.6% | +40.7% | -16.0% | +20.1% |
| 3Y | -22.3% | -56.8% | +34.5% | -22.7% |
| 5Y | -41.2% | -99.1% | +57.9% | -33.3% |
| 10Y | +83.5% | -98.7% | +182.2% | +72.5% |
| All | +83.5% | -98.7% | +182.2% | +72.5% |
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