+80.1%
CLF vs AMT
+116.9%
-36.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | -14.1% | +0.4% | -14.5% | -14.3% |
| 30D | -5.5% | +3.7% | -9.3% | -6.7% |
| 3M | 0.0% | +10.7% | -10.7% | -3.1% |
| 6M | +11.3% | +9.3% | +2.0% | +7.6% |
| YTD | -7.7% | +10.9% | -18.6% | -11.6% |
| 1Y | +17.5% | +10.5% | +7.0% | +12.6% |
| 3Y | -25.4% | +15.5% | -41.0% | -33.4% |
| 5Y | -46.0% | -20.6% | -25.4% | -44.9% |
| 10Y | +80.1% | +124.5% | -44.5% | +78.1% |
| All | +80.1% | +116.9% | -36.8% | +78.1% |
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