-34.0%
CLF vs AME
+62.2%
-96.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | -0.4% |
| 7D | -19.6% | -5.2% | -14.4% | -15.6% |
| 30D | -5.0% | -8.0% | +3.0% | +2.1% |
| 3M | -6.3% | -8.9% | +2.6% | +1.4% |
| 6M | +2.8% | -5.0% | +7.8% | +8.0% |
| YTD | -13.7% | +11.9% | -25.6% | -19.2% |
| 1Y | +13.6% | +16.6% | -3.1% | +3.5% |
| 3Y | -34.0% | +62.5% | -96.5% | -51.0% |
| All | -34.0% | +62.2% | -96.2% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling