+24.6%
CLF vs AMC
+43.0%
-18.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +4.6% |
| 7D | -9.1% | +5.5% | -14.5% | -9.6% |
| 30D | -0.9% | +16.1% | -17.0% | -2.7% |
| 3M | +3.0% | +43.0% | -40.0% | -2.3% |
| 6M | +16.7% | +130.7% | -114.0% | -5.5% |
| YTD | -3.2% | +121.8% | -125.0% | -20.3% |
| 1Y | +24.6% | +40.7% | -16.0% | +19.9% |
| All | +24.6% | +43.0% | -18.4% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling