-42.9%
CLF vs AMDL
+47.6%
-90.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +22.3% | -20.6% | -2.1% |
| 7D | -19.6% | -26.2% | +6.6% | -16.6% |
| 30D | -5.0% | -57.1% | +52.1% | +6.6% |
| 3M | -6.3% | -29.8% | +23.6% | -4.5% |
| 6M | +2.8% | -22.2% | +25.0% | -3.3% |
| YTD | -13.7% | +142.1% | -155.8% | -38.5% |
| 1Y | +13.6% | +85.8% | -72.3% | -15.7% |
| All | -42.9% | +47.6% | -90.5% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling