+2,262.4%
AMD vs CF
+4,965.4%
-2,703.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.3% |
| 7D | -15.5% | -6.9% | -8.6% | -13.9% |
| 30D | -22.6% | -3.7% | -18.9% | -22.1% |
| 3M | -5.7% | -5.0% | -0.8% | -5.3% |
| 6M | +43.1% | -10.5% | +53.6% | +44.2% |
| YTD | +128.2% | +46.5% | +81.7% | +91.3% |
| 1Y | +95.5% | +34.8% | +60.7% | +68.3% |
| 3Y | +335.4% | +46.7% | +288.7% | +255.5% |
| 5Y | +255.5% | +112.0% | +143.5% | +143.4% |
| 10Y | +7,350.9% | +529.7% | +6,821.2% | +3,095.1% |
| All | +2,262.4% | +4,965.4% | -2,703.0% | +355.5% |
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