+301.7%
AMD vs CEG
+632.0%
-330.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +7.1% | +7.6% | +11.7% |
| 7D | +6.5% | +1.7% | +4.8% | +6.1% |
| 30D | -15.3% | -10.2% | -5.1% | -11.0% |
| 3M | +9.7% | -0.8% | +10.6% | +10.1% |
| 6M | +13.2% | -11.5% | +24.7% | +18.9% |
| YTD | +140.6% | -23.9% | +164.4% | +164.4% |
| 1Y | +111.2% | -25.4% | +136.6% | +133.4% |
| 3Y | +334.4% | +124.2% | +210.3% | +186.3% |
| All | +301.7% | +632.0% | -330.3% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling