-13.7%
CLF vs AMCR
+10.1%
-23.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.6% |
| 7D | +6.5% | -1.8% | +8.3% | +7.7% |
| 30D | +0.2% | -6.0% | +6.3% | +3.7% |
| 3M | -3.1% | +18.9% | -22.0% | -13.2% |
| 6M | +25.0% | +5.7% | +19.4% | +19.5% |
| YTD | -7.5% | +11.1% | -18.5% | -14.2% |
| 1Y | +11.5% | +12.7% | -1.2% | +2.3% |
| 3Y | -13.7% | +9.6% | -23.3% | -21.6% |
| All | -13.7% | +10.1% | -23.8% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling