-4.0%
AMD vs CAG
+13.0%
-17.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.7% | -20.0% | -14.7% |
| 7D | -28.6% | +11.4% | -40.0% | -20.5% |
| 30D | -37.7% | +16.7% | -54.4% | -27.2% |
| 3M | -16.1% | +4.5% | -20.6% | -10.3% |
| All | -4.0% | +13.0% | -17.1% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling