+88.9%
AMD vs CAG
-4.1%
+93.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.8% | +9.8% |
| 7D | -11.0% | +5.8% | -16.9% | -7.1% |
| 30D | -30.5% | +16.4% | -46.8% | -22.2% |
| 3M | -8.2% | +3.8% | -12.0% | -3.6% |
| 6M | +6.6% | +10.8% | -4.3% | +19.8% |
| YTD | +109.7% | -5.8% | +115.5% | +117.4% |
| 1Y | +88.9% | -2.4% | +91.3% | +98.7% |
| All | +88.9% | -4.1% | +93.0% | +98.7% |
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