-47.0%
CLF vs AMCR
-9.8%
-37.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.4% |
| 7D | +6.5% | -1.8% | +8.3% | +8.0% |
| 30D | +0.2% | -6.0% | +6.3% | +4.4% |
| 3M | -3.1% | +18.9% | -22.0% | -15.1% |
| 6M | +25.0% | +5.7% | +19.4% | +18.7% |
| YTD | -7.5% | +11.1% | -18.5% | -15.7% |
| 1Y | +11.5% | +12.7% | -1.2% | +0.1% |
| 3Y | -13.7% | +9.6% | -23.3% | -24.4% |
| 5Y | -47.0% | -10.3% | -36.6% | -39.8% |
| All | -47.0% | -9.8% | -37.2% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling