+99.7%
CLF vs AMC
-98.7%
+198.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.3% | +1.6% |
| 7D | -19.6% | +2.6% | -22.2% | -19.7% |
| 30D | -5.0% | +9.0% | -14.0% | -5.5% |
| 3M | -6.3% | +22.2% | -28.5% | -7.6% |
| 6M | +2.8% | +91.5% | -88.7% | -2.4% |
| YTD | -13.7% | +101.3% | -115.0% | -18.5% |
| 1Y | +13.6% | +20.8% | -7.2% | +10.3% |
| 3Y | -34.0% | -71.3% | +37.3% | -32.9% |
| 5Y | -48.7% | -99.2% | +50.5% | -41.3% |
| All | +99.7% | -98.7% | +198.4% | +104.7% |
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