+126.1%
AMD vs CBOE
+42.5%
+83.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +5.8% |
| 7D | +44.7% | +4.5% | +40.3% | +46.9% |
| 30D | -3.3% | +26.2% | -29.6% | +4.0% |
| 3M | +21.2% | +27.1% | -5.9% | +30.9% |
| 6M | +30.6% | +4.2% | +26.4% | +40.2% |
| YTD | +173.3% | +48.0% | +125.3% | +221.6% |
| 1Y | +126.1% | +42.4% | +83.6% | +166.5% |
| All | +126.1% | +42.5% | +83.6% | +166.5% |
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 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