+58.0%
CLX vs AMC
-97.8%
+155.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.5% | +13.0% | +0.6% |
| 7D | +12.4% | 0.0% | +12.4% | +12.4% |
| 30D | +21.1% | +4.4% | +16.7% | +21.1% |
| 3M | -3.3% | +15.4% | -18.7% | -3.5% |
| 6M | +18.8% | +93.7% | -74.9% | +18.0% |
| YTD | +3.9% | +97.4% | -93.5% | +3.1% |
| 1Y | -3.8% | +23.2% | -27.0% | -4.2% |
| 3Y | -10.5% | -71.3% | +60.7% | -10.3% |
| 5Y | -26.7% | -99.3% | +72.6% | -25.1% |
| 10Y | +19.9% | -98.7% | +118.6% | +25.3% |
| All | +58.0% | -97.8% | +155.8% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling