-47.8%
CLF vs AMC
-99.4%
+51.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.3% |
| 7D | +7.6% | +2.3% | +5.3% | +7.3% |
| 30D | -1.2% | -0.7% | -0.4% | -1.2% |
| 3M | -13.4% | +35.2% | -48.6% | -17.4% |
| 6M | +15.4% | +124.6% | -109.2% | +3.5% |
| YTD | -5.9% | +69.9% | -75.7% | -13.2% |
| 1Y | +18.8% | -2.6% | +21.4% | +15.3% |
| 3Y | -19.4% | -79.8% | +60.4% | -14.4% |
| All | -47.8% | -99.4% | +51.6% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling