+199.0%
AMD vs CB
+101.1%
+97.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.0% |
| 7D | -11.0% | +0.2% | -11.3% | -11.0% |
| 30D | -30.5% | +9.1% | -39.5% | -30.5% |
| 3M | -8.2% | +3.4% | -11.6% | -8.1% |
| 6M | +6.6% | +14.1% | -7.5% | +5.0% |
| YTD | +109.7% | +18.0% | +91.7% | +103.2% |
| 1Y | +88.9% | +30.1% | +58.8% | +76.9% |
| 3Y | +301.8% | +71.8% | +230.0% | +224.3% |
| All | +199.0% | +101.1% | +97.9% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling