+13.6%
CLF vs AMT
+9.8%
+3.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.4% |
| 7D | -19.6% | +0.5% | -20.1% | -19.5% |
| 30D | -5.0% | +13.6% | -18.6% | -4.4% |
| 3M | -6.3% | +11.5% | -17.8% | -5.9% |
| 6M | +2.8% | +6.9% | -4.2% | +3.8% |
| YTD | -13.7% | +10.8% | -24.5% | -13.5% |
| 1Y | +13.6% | +10.3% | +3.3% | +14.6% |
| All | +13.6% | +9.8% | +3.7% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling