-41.3%
CLF vs AMC
-97.4%
+56.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +7.3% | -16.5% | -9.6% |
| 7D | -7.9% | +17.7% | -25.6% | -8.9% |
| 30D | +5.2% | +26.2% | -20.9% | +3.7% |
| 3M | +4.3% | +31.3% | -27.0% | +2.2% |
| 6M | +25.3% | +142.8% | -117.5% | +16.9% |
| YTD | -3.3% | +125.6% | -129.0% | -9.6% |
| 1Y | +20.2% | +40.2% | -20.0% | +15.5% |
| 3Y | -25.0% | -67.2% | +42.2% | -24.3% |
| 5Y | -42.1% | -99.1% | +57.0% | -33.8% |
| 10Y | +139.1% | -98.5% | +237.7% | +134.9% |
| All | -41.3% | -97.4% | +56.2% | -53.6% |
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