+20.2%
CLF vs AMDL
+108.7%
-88.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -9.4% |
| 7D | -7.9% | -30.7% | +22.8% | -4.2% |
| 30D | +5.2% | -43.8% | +49.0% | +11.8% |
| 3M | +4.3% | -24.5% | +28.8% | +5.5% |
| 6M | +25.3% | +44.7% | -19.4% | +9.5% |
| YTD | -3.3% | +204.0% | -207.3% | -27.4% |
| 1Y | +20.2% | +109.1% | -88.8% | -2.9% |
| All | +20.2% | +108.7% | -88.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling