-35.3%
CLS vs AMC
+40.5%
-75.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.3% | -0.4% | +6.4% |
| 7D | -10.6% | +6.6% | -17.1% | -11.4% |
| 30D | -38.4% | +14.1% | -52.5% | -39.6% |
| 3M | -29.9% | +31.3% | -61.1% | -33.2% |
| 6M | -40.6% | +126.7% | -167.3% | -51.3% |
| YTD | -24.6% | +117.9% | -142.5% | -39.3% |
| All | -35.3% | +40.5% | -75.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling