-26.9%
CLX vs AMC
-99.3%
+72.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | +0.3% |
| 7D | +13.6% | +2.6% | +11.0% | +13.6% |
| 30D | +23.4% | +9.0% | +14.3% | +23.3% |
| 3M | -2.8% | +22.2% | -25.0% | -2.9% |
| 6M | +14.0% | +91.5% | -77.5% | +13.5% |
| YTD | +4.2% | +101.3% | -97.1% | +3.7% |
| 1Y | -1.2% | +20.8% | -21.9% | -1.5% |
| 3Y | -12.7% | -71.3% | +58.6% | -12.4% |
| All | -26.9% | -99.3% | +72.3% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling