+8,732.2%
AMD vs CBOE
+385.3%
+8,346.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | +14.0% | -0.8% | +14.8% | +14.1% |
| 30D | +11.0% | +2.7% | +8.3% | +10.3% |
| 3M | +9.6% | +0.7% | +8.9% | +8.6% |
| 6M | +157.1% | -2.0% | +159.1% | +154.9% |
| YTD | +143.3% | +17.1% | +126.2% | +130.8% |
| 1Y | +234.4% | +26.5% | +207.9% | +210.5% |
| 3Y | +391.2% | +96.1% | +295.1% | +285.0% |
| 5Y | +390.9% | +149.3% | +241.6% | +250.0% |
| 10Y | +8,732.2% | +386.5% | +8,345.7% | +5,780.5% |
| All | +8,732.2% | +385.3% | +8,346.9% | +5,780.5% |
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