-21.9%
CLX vs AME
+29.8%
-51.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | -9.2% | +0.6% | -9.9% | -9.4% |
| 30D | -11.0% | -6.7% | -4.4% | -9.5% |
| 3M | +5.0% | +4.1% | +1.0% | +3.4% |
| 6M | -18.8% | +1.6% | -20.4% | -19.8% |
| YTD | -4.4% | +16.1% | -20.5% | -7.1% |
| 1Y | -21.9% | +27.3% | -49.2% | -25.4% |
| All | -21.9% | +29.8% | -51.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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