+95.5%
AMD vs CEG
-33.0%
+128.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +4.8% |
| 7D | -15.5% | -4.8% | -10.7% | -13.3% |
| 30D | -22.6% | -8.2% | -14.4% | -19.2% |
| 3M | -5.7% | -7.9% | +2.2% | -2.1% |
| 6M | +43.1% | -23.2% | +66.3% | +62.2% |
| YTD | +128.2% | -30.1% | +158.4% | +155.6% |
| 1Y | +95.5% | -31.9% | +127.4% | +121.1% |
| All | +95.5% | -33.0% | +128.5% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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