+80.6%
CLF vs AMRZ
-13.6%
+94.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | -1.9% | +9.5% | +8.5% |
| 30D | -1.2% | -16.9% | +15.7% | +7.6% |
| 3M | -13.4% | -19.2% | +5.8% | -4.4% |
| 6M | +15.4% | -29.3% | +44.7% | +33.4% |
| YTD | -5.9% | -18.0% | +12.1% | +1.6% |
| 1Y | +18.8% | -15.1% | +33.9% | +24.9% |
| All | +80.6% | -13.6% | +94.2% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling