+196.6%
AMD vs CFG
+61.9%
+134.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.1% | -14.1% | -15.7% |
| 7D | -28.6% | -2.2% | -26.4% | -27.6% |
| 30D | -37.7% | +0.4% | -38.1% | -37.7% |
| 3M | -16.1% | -12.6% | -3.5% | -10.2% |
| 6M | +13.8% | +0.6% | +13.2% | +13.0% |
| YTD | +88.8% | +12.4% | +76.4% | +76.1% |
| 1Y | +57.8% | +27.7% | +30.1% | +37.6% |
| 3Y | +260.3% | +172.4% | +87.9% | +104.7% |
| 5Y | +196.6% | +64.0% | +132.7% | +142.6% |
| All | +196.6% | +61.9% | +134.8% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling