+295.8%
AMD vs CAG
-41.2%
+337.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.7% | +5.2% |
| 7D | +44.7% | -6.2% | +50.9% | +41.6% |
| 30D | -3.3% | +7.4% | -10.8% | 0.0% |
| 3M | +21.2% | -1.6% | +22.8% | +22.3% |
| 6M | +30.6% | +6.3% | +24.2% | +36.6% |
| YTD | +173.3% | -10.1% | +183.4% | +175.8% |
| 1Y | +126.1% | -10.2% | +136.3% | +128.3% |
| 3Y | +393.5% | -37.3% | +430.9% | +374.6% |
| 5Y | +295.8% | -41.6% | +337.3% | +287.8% |
| All | +295.8% | -41.2% | +337.0% | +287.8% |
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