+9,703.6%
AMD vs CAG
+614.4%
+9,089.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.7% | -20.0% | -17.9% |
| 7D | -28.6% | +11.4% | -40.0% | -30.5% |
| 30D | -37.7% | +16.7% | -54.4% | -40.3% |
| 3M | -16.1% | +4.5% | -20.6% | -17.8% |
| 6M | +13.8% | +13.3% | +0.5% | +8.3% |
| YTD | +88.8% | -4.2% | +93.0% | +85.5% |
| 1Y | +57.8% | -2.9% | +60.7% | +54.2% |
| 3Y | +260.3% | -33.2% | +293.4% | +277.5% |
| 5Y | +196.6% | -38.4% | +235.0% | +210.9% |
| 10Y | +6,064.6% | -36.4% | +6,101.0% | +5,985.3% |
| All | +9,703.6% | +614.4% | +9,089.2% | +4,310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling