+301.8%
AMD vs CEG
+114.1%
+187.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.3% | +6.7% | +9.3% |
| 7D | -11.0% | -4.7% | -6.3% | -9.1% |
| 30D | -30.5% | -16.6% | -13.9% | -25.2% |
| 3M | -8.2% | -4.1% | -4.1% | -6.8% |
| 6M | +6.6% | -22.3% | +28.9% | +16.9% |
| YTD | +109.7% | -28.9% | +138.6% | +134.6% |
| 1Y | +88.9% | -28.5% | +117.4% | +110.6% |
| 3Y | +301.8% | +104.3% | +197.5% | +232.6% |
| All | +301.8% | +114.1% | +187.7% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling