+156.5%
CLF vs AMT
+1,473.8%
-1,317.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.1% |
| 7D | -21.0% | +4.4% | -25.3% | -21.9% |
| 30D | -8.0% | +17.7% | -25.7% | -11.8% |
| 3M | -10.9% | +16.7% | -27.6% | -14.6% |
| 6M | +5.8% | +11.1% | -5.3% | +2.2% |
| YTD | -15.1% | +13.9% | -29.0% | -18.9% |
| 1Y | +7.2% | +12.5% | -5.3% | +2.7% |
| 3Y | -34.2% | +13.2% | -47.3% | -38.6% |
| 5Y | -49.6% | -17.9% | -31.7% | -49.2% |
| 10Y | +109.9% | +122.8% | -12.9% | +62.7% |
| All | +156.5% | +1,473.8% | -1,317.3% | +27.6% |
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 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