+5,710.3%
AMD vs CF
+557.2%
+5,153.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.2% | -23.4% | -18.6% |
| 7D | -28.6% | +0.4% | -29.0% | -29.0% |
| 30D | -37.7% | +2.2% | -39.9% | -38.4% |
| 3M | -16.1% | +2.1% | -18.2% | -17.5% |
| 6M | +13.8% | -6.5% | +20.4% | +13.1% |
| YTD | +88.8% | +55.6% | +33.3% | +58.6% |
| 1Y | +57.8% | +42.3% | +15.5% | +36.0% |
| 3Y | +260.3% | +55.7% | +204.5% | +195.4% |
| 5Y | +196.6% | +122.4% | +74.2% | +107.0% |
| All | +5,710.3% | +557.2% | +5,153.2% | +3,263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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