+331.1%
AMD vs CB
+74.5%
+256.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.0% |
| 7D | +2.6% | +0.5% | +2.1% | +2.8% |
| 30D | -0.9% | -3.1% | +2.2% | -2.0% |
| 3M | -8.7% | +9.0% | -17.7% | -6.4% |
| 6M | +136.3% | +2.9% | +133.5% | +140.9% |
| YTD | +123.0% | +10.1% | +112.9% | +127.9% |
| 1Y | +195.2% | +22.8% | +172.4% | +196.9% |
| All | +331.1% | +74.5% | +256.6% | +283.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling