-35.1%
CLF vs AMT
+13.5%
-48.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.3% |
| 7D | -21.0% | +4.4% | -25.3% | -20.5% |
| 30D | -8.0% | +17.7% | -25.7% | -6.1% |
| 3M | -10.9% | +16.7% | -27.6% | -9.1% |
| 6M | +5.8% | +11.1% | -5.3% | +7.6% |
| YTD | -15.1% | +13.9% | -29.0% | -13.2% |
| 1Y | +7.2% | +12.5% | -5.3% | +9.5% |
| All | -35.1% | +13.5% | -48.6% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling