+57.8%
AMD vs CB
+31.4%
+26.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.7% | -16.6% | -18.4% |
| 7D | -28.6% | +2.6% | -31.2% | -25.4% |
| 30D | -37.7% | +11.2% | -48.9% | -25.0% |
| 3M | -16.1% | +5.7% | -21.8% | -6.9% |
| 6M | +13.8% | +15.9% | -2.1% | +53.9% |
| YTD | +88.8% | +20.2% | +68.7% | +183.4% |
| 1Y | +57.8% | +32.4% | +25.4% | +156.7% |
| All | +57.8% | +31.4% | +26.4% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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