+184.5%
CLF vs AMT
+1,311.4%
-1,126.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +7.6% | -0.2% | +7.8% | +7.6% |
| 30D | -1.2% | +4.6% | -5.8% | -2.5% |
| 3M | -13.4% | -8.4% | -4.9% | -11.9% |
| 6M | +15.4% | -6.0% | +21.4% | +16.3% |
| YTD | -5.9% | +2.1% | -8.0% | -7.4% |
| 1Y | +18.8% | -6.4% | +25.2% | +19.2% |
| 3Y | -19.4% | +8.1% | -27.5% | -23.9% |
| 5Y | -47.7% | -31.9% | -15.8% | -44.7% |
| 10Y | +130.4% | +97.1% | +33.3% | +84.6% |
| All | +184.5% | +1,311.4% | -1,126.9% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling