+77.6%
CLF vs AMRZ
-17.3%
+94.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | +0.3% |
| 7D | +6.5% | -2.0% | +8.5% | +7.5% |
| 30D | +0.2% | -9.8% | +10.1% | +5.0% |
| 3M | -3.1% | -17.2% | +14.1% | +5.2% |
| 6M | +25.0% | -26.9% | +52.0% | +43.5% |
| YTD | -7.5% | -21.5% | +14.0% | +1.9% |
| 1Y | +11.5% | -22.9% | +34.4% | +21.7% |
| All | +77.6% | -17.3% | +94.9% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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