+8,077.9%
AMD vs CFG
+230.2%
+7,847.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.5% | +12.2% | +13.8% |
| 7D | +6.5% | +0.7% | +5.8% | +6.5% |
| 30D | -15.3% | +2.8% | -18.1% | -15.9% |
| 3M | +9.7% | -10.1% | +19.8% | +14.3% |
| 6M | +13.2% | +3.2% | +10.0% | +11.6% |
| YTD | +140.6% | +14.2% | +126.4% | +128.0% |
| 1Y | +111.2% | +27.4% | +83.8% | +91.9% |
| 3Y | +334.4% | +187.6% | +146.9% | +190.2% |
| 5Y | +268.3% | +65.7% | +202.7% | +195.5% |
| 10Y | +8,077.9% | +219.7% | +7,858.2% | +5,115.1% |
| All | +8,077.9% | +230.2% | +7,847.8% | +5,115.1% |
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