+18.8%
CLF vs AMDL
+127.5%
-108.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +26.8% | -19.8% | +3.2% |
| 7D | -14.1% | +10.3% | -24.3% | -16.2% |
| 30D | -5.5% | -38.3% | +32.7% | -1.8% |
| 3M | 0.0% | -8.7% | +8.7% | -2.2% |
| 6M | +11.3% | -14.4% | +25.6% | +4.3% |
| YTD | -7.7% | +206.9% | -214.6% | -32.0% |
| All | +18.8% | +127.5% | -108.7% | -6.1% |
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