+337.5%
AMD vs CAG
-40.1%
+377.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.4% |
| 7D | +2.6% | -3.8% | +6.4% | +1.4% |
| 30D | -0.9% | +3.1% | -4.1% | +0.1% |
| 3M | -8.7% | +23.5% | -32.2% | -2.1% |
| 6M | +136.3% | -14.8% | +151.2% | +132.6% |
| YTD | +123.0% | -5.4% | +128.4% | +125.4% |
| 1Y | +195.2% | -11.8% | +207.0% | +195.2% |
| 3Y | +336.3% | -36.7% | +373.0% | +318.2% |
| All | +337.5% | -40.1% | +377.6% | +326.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling