+99.7%
CLF vs AMT
+113.8%
-14.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.3% |
| 7D | -19.6% | +0.5% | -20.1% | -19.8% |
| 30D | -5.0% | +13.6% | -18.6% | -8.2% |
| 3M | -6.3% | +11.5% | -17.8% | -9.2% |
| 6M | +2.8% | +6.9% | -4.2% | +0.2% |
| YTD | -13.7% | +10.8% | -24.5% | -17.2% |
| 1Y | +13.6% | +10.3% | +3.3% | +9.1% |
| 3Y | -34.0% | +12.4% | -46.4% | -40.0% |
| 5Y | -48.7% | -20.1% | -28.7% | -47.9% |
| All | +99.7% | +113.8% | -14.1% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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