-43.8%
CLF vs AMDL
+20.7%
-64.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -34.9% | +22.6% | -6.3% |
| 7D | -21.0% | -52.7% | +31.8% | -11.8% |
| 30D | -8.0% | -65.3% | +57.3% | +7.4% |
| 3M | -10.9% | -40.8% | +29.9% | -6.2% |
| 6M | +5.8% | -12.9% | +18.7% | -3.3% |
| YTD | -15.1% | +98.0% | -113.1% | -37.2% |
| 1Y | +7.2% | +30.1% | -22.9% | -14.8% |
| All | -43.8% | +20.7% | -64.5% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling