+234.0%
AMD vs CBOE
+26.4%
+207.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +5.6% |
| 7D | +10.0% | -4.6% | +14.7% | +9.1% |
| 30D | +4.6% | +2.6% | +2.0% | +5.3% |
| 3M | +3.1% | +4.9% | -1.8% | +4.8% |
| 6M | +162.8% | -2.2% | +165.0% | +171.0% |
| YTD | +136.2% | +17.7% | +118.4% | +162.6% |
| 1Y | +234.0% | +26.1% | +207.9% | +303.1% |
| All | +234.0% | +26.4% | +207.7% | +303.1% |
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