+264.6%
AMD vs CDE
+95.5%
+169.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.2% | -6.5% | -8.2% |
| 7D | +18.9% | -9.6% | +28.6% | +21.7% |
| 30D | -6.4% | -6.7% | +0.2% | -4.8% |
| 3M | +10.6% | -24.2% | +34.8% | +17.2% |
| 6M | +19.9% | -29.1% | +49.0% | +28.1% |
| YTD | +149.4% | -21.5% | +170.9% | +157.7% |
| 1Y | +115.4% | -7.4% | +122.8% | +114.8% |
| 3Y | +357.3% | +596.3% | -239.0% | +195.3% |
| All | +264.6% | +95.5% | +169.1% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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