+18.8%
CLF vs AMDL
+384.9%
-366.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.2% | -7.4% | +0.6% |
| 7D | +7.6% | +4.5% | +3.0% | +6.9% |
| 30D | -1.2% | -4.4% | +3.2% | -1.0% |
| 3M | -13.4% | -30.5% | +17.1% | -12.8% |
| 6M | +15.4% | +300.9% | -285.5% | -11.4% |
| YTD | -5.9% | +219.9% | -225.8% | -27.5% |
| 1Y | +18.8% | +374.7% | -355.9% | +0.8% |
| All | +18.8% | +384.9% | -366.1% | +0.8% |
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