+127.6%
CLF vs AMCR
+16.8%
+110.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | +0.2% |
| 7D | -2.7% | -6.3% | +3.6% | +1.8% |
| 30D | -3.2% | -7.1% | +3.9% | +1.5% |
| 3M | -5.0% | +12.7% | -17.6% | -13.2% |
| 6M | +26.6% | +5.2% | +21.4% | +20.8% |
| YTD | -9.0% | +8.1% | -17.0% | -15.1% |
| 1Y | +11.8% | +11.7% | +0.1% | +1.6% |
| 3Y | -15.1% | +9.9% | -25.0% | -24.0% |
| 5Y | -48.2% | -8.7% | -39.5% | -46.5% |
| 10Y | +127.6% | +16.8% | +110.8% | +96.2% |
| All | +127.6% | +16.8% | +110.8% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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