+199.0%
AMD vs CBOE
+179.9%
+19.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +11.0% | +11.0% |
| 7D | -11.0% | +5.3% | -16.3% | -10.8% |
| 30D | -30.5% | +25.5% | -55.9% | -30.4% |
| 3M | -8.2% | +22.5% | -30.7% | -8.1% |
| 6M | +6.6% | +2.6% | +4.0% | +8.6% |
| YTD | +109.7% | +41.8% | +67.9% | +104.6% |
| 1Y | +88.9% | +40.9% | +48.0% | +84.5% |
| 3Y | +301.8% | +108.7% | +193.1% | +230.6% |
| All | +199.0% | +179.9% | +19.1% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling