+6,370.3%
AMD vs CBOE
+527.0%
+5,843.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +11.0% | +11.0% |
| 7D | -11.0% | +5.3% | -16.3% | -11.8% |
| 30D | -30.5% | +25.5% | -55.9% | -33.2% |
| 3M | -8.2% | +22.5% | -30.7% | -11.7% |
| 6M | +6.6% | +2.6% | +4.0% | +5.6% |
| YTD | +109.7% | +41.8% | +67.9% | +92.0% |
| 1Y | +88.9% | +40.9% | +48.0% | +73.1% |
| 3Y | +301.8% | +108.7% | +193.1% | +218.6% |
| 5Y | +229.4% | +181.4% | +47.9% | +131.3% |
| All | +6,370.3% | +527.0% | +5,843.3% | +5,228.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling