+215.3%
AMD vs CEG
+555.1%
-339.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.5% | -14.8% | -16.2% |
| 7D | -28.6% | -9.4% | -19.2% | -25.5% |
| 30D | -37.7% | -20.2% | -17.5% | -31.6% |
| 3M | -16.1% | -9.5% | -6.6% | -12.9% |
| 6M | +13.8% | -25.0% | +38.8% | +27.3% |
| YTD | +88.8% | -31.9% | +120.7% | +116.6% |
| 1Y | +57.8% | -33.7% | +91.4% | +82.6% |
| 3Y | +260.3% | +108.7% | +151.6% | +142.8% |
| All | +215.3% | +555.1% | -339.9% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling