-49.6%
CLF vs AMT
-18.8%
-30.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.1% |
| 7D | -21.0% | +4.4% | -25.3% | -21.6% |
| 30D | -8.0% | +17.7% | -25.7% | -11.0% |
| 3M | -10.9% | +16.7% | -27.6% | -13.9% |
| 6M | +5.8% | +11.1% | -5.3% | +3.0% |
| YTD | -15.1% | +13.9% | -29.0% | -18.3% |
| 1Y | +7.2% | +12.5% | -5.3% | +3.5% |
| 3Y | -34.2% | +13.2% | -47.3% | -41.4% |
| 5Y | -49.6% | -17.9% | -31.7% | -50.0% |
| All | -49.6% | -18.8% | -30.8% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling