+108.5%
AMD vs CAG
-5.3%
+113.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.3% | +12.9% | +13.5% |
| 7D | +8.9% | +4.6% | +4.4% | +12.7% |
| 30D | -16.4% | +14.7% | -31.0% | -7.3% |
| 3M | +5.2% | +2.4% | +2.9% | +9.6% |
| 6M | +11.7% | +10.7% | +1.0% | +25.5% |
| YTD | +137.5% | -5.5% | +143.0% | +146.2% |
| All | +108.5% | -5.3% | +113.8% | +115.3% |
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