-70.9%
CLF vs AMCR
+100.3%
-171.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | +16.0% | -4.5% | +20.4% | +18.6% |
| 30D | +1.6% | +4.9% | -3.2% | -1.1% |
| 3M | +6.7% | -4.6% | +11.3% | +8.6% |
| 6M | +21.1% | +15.2% | +6.0% | +11.9% |
| YTD | -1.6% | +9.7% | -11.3% | -7.2% |
| 1Y | +18.5% | +10.5% | +8.0% | +11.3% |
| 3Y | -21.0% | +13.8% | -34.9% | -27.7% |
| 5Y | -41.4% | -9.1% | -32.3% | -39.6% |
| 10Y | +86.5% | +18.6% | +67.9% | +66.5% |
| All | -70.9% | +100.3% | -171.2% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling