+337.4%
AMD vs CF
+47.5%
+289.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.0% |
| 7D | -15.5% | -6.9% | -8.6% | -15.5% |
| 30D | -22.6% | -3.7% | -18.9% | -22.6% |
| 3M | -5.7% | -5.0% | -0.8% | -5.9% |
| 6M | +43.1% | -10.5% | +53.6% | +42.8% |
| YTD | +128.2% | +46.5% | +81.7% | +97.9% |
| 1Y | +95.5% | +34.8% | +60.7% | +73.4% |
| All | +337.4% | +47.5% | +289.8% | +252.3% |
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