-70.8%
CLF vs AMCR
+103.0%
-173.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +3.1% |
| 7D | +2.3% | -8.5% | +10.8% | +7.2% |
| 30D | +1.9% | +6.8% | -4.8% | -1.7% |
| 3M | +5.9% | -5.0% | +10.9% | +8.0% |
| 6M | +16.9% | +13.9% | +3.0% | +8.7% |
| YTD | -1.1% | +11.2% | -12.3% | -7.4% |
| 1Y | +28.8% | +11.3% | +17.5% | +20.5% |
| 3Y | -20.6% | +15.4% | -36.0% | -27.8% |
| 5Y | -41.5% | -7.7% | -33.8% | -40.2% |
| 10Y | +87.5% | +20.2% | +67.3% | +66.3% |
| All | -70.8% | +103.0% | -173.7% | -72.9% |
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