+196.6%
AMD vs CF
+125.5%
+71.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.2% | -23.4% | -17.9% |
| 7D | -28.6% | +0.4% | -29.0% | -28.7% |
| 30D | -37.7% | +2.2% | -39.9% | -38.0% |
| 3M | -16.1% | +2.1% | -18.2% | -16.8% |
| 6M | +13.8% | -6.5% | +20.4% | +13.6% |
| YTD | +88.8% | +55.6% | +33.3% | +64.7% |
| 1Y | +57.8% | +42.3% | +15.5% | +40.6% |
| 3Y | +260.3% | +55.7% | +204.5% | +207.6% |
| 5Y | +196.6% | +122.4% | +74.2% | +97.2% |
| All | +196.6% | +125.5% | +71.1% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling