-42.8%
CLF vs AMC
-98.1%
+55.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.5% |
| 7D | +7.6% | +2.3% | +5.3% | +7.4% |
| 30D | -1.2% | -0.7% | -0.4% | -1.2% |
| 3M | -13.4% | +35.2% | -48.6% | -15.8% |
| 6M | +15.4% | +124.6% | -109.2% | +8.4% |
| YTD | -5.9% | +69.9% | -75.7% | -10.2% |
| 1Y | +18.8% | -2.6% | +21.4% | +17.0% |
| 3Y | -19.4% | -79.8% | +60.4% | -16.7% |
| 5Y | -47.7% | -99.4% | +51.7% | -38.8% |
| 10Y | +130.4% | -98.9% | +229.3% | +129.7% |
| All | -42.8% | -98.1% | +55.2% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling