-34.0%
CLF vs AMT
+10.5%
-44.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +1.3% |
| 7D | -19.6% | +0.5% | -20.1% | -19.5% |
| 30D | -5.0% | +13.6% | -18.6% | -3.5% |
| 3M | -6.3% | +11.5% | -17.8% | -5.0% |
| 6M | +2.8% | +6.9% | -4.2% | +4.0% |
| YTD | -13.7% | +10.8% | -24.5% | -12.1% |
| 1Y | +13.6% | +10.3% | +3.3% | +15.7% |
| 3Y | -34.0% | +12.4% | -46.4% | -39.5% |
| All | -34.0% | +10.5% | -44.5% | -39.5% |
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