+95.5%
AMD vs CAG
-6.8%
+102.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -5.0% | +4.8% |
| 7D | -15.5% | +9.7% | -25.2% | -10.1% |
| 30D | -22.6% | +15.8% | -38.4% | -14.6% |
| 3M | -5.7% | +1.8% | -7.5% | -2.8% |
| 6M | +43.1% | +11.5% | +31.6% | +59.1% |
| YTD | +128.2% | -6.7% | +135.0% | +133.9% |
| 1Y | +95.5% | -5.6% | +101.1% | +98.3% |
| All | +95.5% | -6.8% | +102.3% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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