+88.9%
AMD vs CF
+46.5%
+42.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +11.3% |
| 7D | -11.0% | -3.2% | -7.9% | -11.1% |
| 30D | -30.5% | +4.3% | -34.8% | -29.0% |
| 3M | -8.2% | +2.8% | -11.0% | -6.2% |
| 6M | +6.6% | +0.6% | +5.9% | +8.5% |
| YTD | +109.7% | +56.6% | +53.0% | +85.5% |
| 1Y | +88.9% | +49.6% | +39.3% | +71.7% |
| All | +88.9% | +46.5% | +42.4% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling