+6,351.7%
AMD vs CFG
+242.7%
+6,109.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +12.0% | +11.4% |
| 7D | -11.0% | -0.9% | -10.2% | -10.7% |
| 30D | -30.5% | +1.1% | -31.5% | -30.7% |
| 3M | -8.2% | -12.0% | +3.8% | -3.8% |
| 6M | +6.6% | -2.2% | +8.8% | +7.1% |
| YTD | +109.7% | +11.4% | +98.3% | +100.5% |
| 1Y | +88.9% | +27.8% | +61.1% | +71.6% |
| 3Y | +301.8% | +173.3% | +128.5% | +174.7% |
| 5Y | +229.4% | +62.4% | +166.9% | +166.8% |
| All | +6,351.7% | +242.7% | +6,109.0% | +5,107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling