-40.3%
CLF vs AMIX
-100.0%
+59.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -5.6% | -6.6% | -12.1% |
| 7D | -21.0% | -25.5% | +4.5% | -20.5% |
| 30D | -8.0% | -56.2% | +48.2% | -6.6% |
| 3M | -10.9% | -87.4% | +76.5% | -7.6% |
| 6M | +5.8% | -80.9% | +86.7% | +3.5% |
| YTD | -15.1% | -86.8% | +71.7% | -16.5% |
| 1Y | +7.2% | -91.3% | +98.6% | +5.9% |
| All | -40.3% | -100.0% | +59.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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