+2,208.2%
AMD vs CF
+5,948.3%
-3,740.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.2% | +7.9% | +5.7% |
| 7D | +2.6% | +6.0% | -3.4% | +0.6% |
| 30D | -0.9% | +14.8% | -15.8% | -5.4% |
| 3M | -8.7% | +14.1% | -22.8% | -13.1% |
| 6M | +136.3% | +28.5% | +107.8% | +109.8% |
| YTD | +123.0% | +74.9% | +48.1% | +78.4% |
| 1Y | +195.2% | +61.7% | +133.5% | +141.8% |
| 3Y | +336.3% | +80.3% | +256.0% | +235.8% |
| 5Y | +334.5% | +226.0% | +108.5% | +159.5% |
| 10Y | +6,259.1% | +569.9% | +5,689.3% | +2,590.3% |
| All | +2,208.2% | +5,948.3% | -3,740.1% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling