+261.9%
AMD vs CB
+74.6%
+187.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.7% | -16.6% | -17.6% |
| 7D | -28.6% | +2.6% | -31.2% | -27.7% |
| 30D | -37.7% | +11.2% | -48.9% | -34.3% |
| 3M | -16.1% | +5.7% | -21.8% | -13.2% |
| 6M | +13.8% | +15.9% | -2.1% | +22.1% |
| YTD | +88.8% | +20.2% | +68.7% | +102.9% |
| 1Y | +57.8% | +32.4% | +25.4% | +67.5% |
| All | +261.9% | +74.6% | +187.3% | +243.9% |
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