-38.8%
CLF vs AMDL
+117.8%
-156.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -3.6% |
| 7D | +6.5% | +19.9% | -13.4% | +3.0% |
| 30D | +0.2% | +6.3% | -6.0% | -1.4% |
| 3M | -3.1% | -9.9% | +6.8% | -6.2% |
| 6M | +25.0% | +394.3% | -369.3% | -15.9% |
| YTD | -7.5% | +257.3% | -264.8% | -36.1% |
| 1Y | +11.5% | +508.5% | -497.0% | -33.0% |
| All | -38.8% | +117.8% | -156.6% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling