+6,406.4%
AMD vs CAG
-36.9%
+6,443.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.7% |
| 7D | +2.6% | -3.8% | +6.4% | +2.8% |
| 30D | -0.9% | +3.1% | -4.1% | -1.1% |
| 3M | -8.7% | +23.5% | -32.2% | -10.2% |
| 6M | +136.3% | -14.8% | +151.2% | +140.3% |
| YTD | +123.0% | -5.4% | +128.4% | +123.5% |
| 1Y | +195.2% | -11.8% | +207.0% | +197.6% |
| 3Y | +336.3% | -36.7% | +373.0% | +355.4% |
| 5Y | +334.5% | -40.3% | +374.7% | +349.9% |
| All | +6,406.4% | -36.9% | +6,443.3% | +5,832.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling