+88.9%
AMD vs CEG
-30.4%
+119.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.3% | +6.7% | +8.5% |
| 7D | -11.0% | -4.7% | -6.3% | -8.5% |
| 30D | -30.5% | -16.6% | -13.9% | -23.0% |
| 3M | -8.2% | -4.1% | -4.1% | -6.6% |
| 6M | +6.6% | -22.3% | +28.9% | +20.0% |
| YTD | +109.7% | -28.9% | +138.6% | +131.5% |
| 1Y | +88.9% | -28.5% | +117.4% | +106.8% |
| All | +88.9% | -30.4% | +119.3% | +106.8% |
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