+95.5%
AMD vs CBOE
+39.5%
+56.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.1% |
| 7D | -15.5% | +7.7% | -23.2% | -13.2% |
| 30D | -22.6% | +24.4% | -47.0% | -17.9% |
| 3M | -5.7% | +20.0% | -25.8% | -0.6% |
| 6M | +43.1% | +2.4% | +40.8% | +50.6% |
| YTD | +128.2% | +38.5% | +89.7% | +157.3% |
| 1Y | +95.5% | +39.0% | +56.5% | +119.3% |
| All | +95.5% | +39.5% | +56.0% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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