+331.1%
AMD vs CF
+73.9%
+257.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.2% | +7.9% | +4.8% |
| 7D | +2.6% | +6.0% | -3.4% | +2.3% |
| 30D | -0.9% | +14.8% | -15.8% | -1.5% |
| 3M | -8.7% | +14.1% | -22.8% | -9.4% |
| 6M | +136.3% | +28.5% | +107.8% | +122.8% |
| YTD | +123.0% | +74.9% | +48.1% | +93.4% |
| 1Y | +195.2% | +61.7% | +133.5% | +161.2% |
| All | +331.1% | +73.9% | +257.2% | +260.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling