+3,397.5%
AMD vs CB
+7,167.0%
-3,769.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.7% | -16.6% | -17.0% |
| 7D | -28.6% | +2.6% | -31.2% | -29.3% |
| 30D | -37.7% | +11.2% | -48.9% | -40.3% |
| 3M | -16.1% | +5.7% | -21.8% | -18.3% |
| 6M | +13.8% | +15.9% | -2.1% | +5.6% |
| YTD | +88.8% | +20.2% | +68.7% | +70.9% |
| 1Y | +57.8% | +32.4% | +25.4% | +37.3% |
| 3Y | +260.3% | +75.5% | +184.8% | +176.3% |
| 5Y | +196.6% | +105.5% | +91.1% | +112.1% |
| 10Y | +6,064.6% | +258.5% | +5,806.1% | +3,274.7% |
| All | +3,397.5% | +7,167.0% | -3,769.4% | +796.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling