+120.0%
CLF vs AME
+421.5%
-301.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.3% |
| 7D | +7.6% | +0.6% | +7.0% | +6.9% |
| 30D | -1.2% | -6.7% | +5.5% | +6.1% |
| 3M | -13.4% | +4.1% | -17.4% | -16.5% |
| 6M | +15.4% | +1.6% | +13.8% | +13.7% |
| YTD | -5.9% | +16.1% | -22.0% | -18.9% |
| 1Y | +18.8% | +27.3% | -8.5% | -8.2% |
| 3Y | -19.4% | +50.9% | -70.3% | -49.1% |
| 5Y | -47.7% | +81.4% | -129.1% | -72.9% |
| All | +120.0% | +421.5% | -301.5% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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