+7.0%
CLX vs AME
+21.9%
-14.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +13.6% | -4.1% | +17.8% | +14.2% |
| 30D | +29.1% | -4.1% | +33.2% | +29.5% |
| 3M | +1.6% | -5.6% | +7.2% | +2.3% |
| 6M | +18.7% | +2.8% | +15.9% | +16.2% |
| YTD | +11.1% | +16.6% | -5.5% | +7.5% |
| 1Y | +7.0% | +21.1% | -14.1% | +1.5% |
| All | +7.0% | +21.9% | -14.9% | +1.5% |
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