+5,314.6%
AMD vs CBOE
+1,045.3%
+4,269.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | -3.6% | +6.2% | +3.5% |
| 30D | -0.9% | +5.1% | -6.0% | -2.3% |
| 3M | -8.7% | +4.6% | -13.3% | -10.8% |
| 6M | +136.3% | -0.3% | +136.6% | +132.3% |
| YTD | +123.0% | +19.8% | +103.2% | +107.1% |
| 1Y | +195.2% | +28.4% | +166.8% | +167.7% |
| 3Y | +336.3% | +104.1% | +232.2% | +225.9% |
| 5Y | +334.5% | +150.9% | +183.6% | +198.8% |
| 10Y | +6,259.1% | +393.5% | +5,865.6% | +3,151.1% |
| All | +5,314.6% | +1,045.3% | +4,269.3% | +1,450.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling