+132.8%
AMD vs CEG
-23.2%
+156.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +5.7% |
| 7D | +13.1% | +11.8% | +1.3% | +6.4% |
| 30D | -7.0% | -6.5% | -0.4% | -3.5% |
| 3M | +16.6% | -1.2% | +17.7% | +16.6% |
| 6M | +20.5% | -8.0% | +28.6% | +23.9% |
| YTD | +158.2% | -21.9% | +180.1% | +169.3% |
| 1Y | +132.8% | -21.4% | +154.2% | +141.0% |
| All | +132.8% | -23.2% | +156.0% | +141.0% |
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 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