+43.1%
AMD vs CFG
+4.5%
+38.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.1% |
| 7D | -15.5% | +1.8% | -17.3% | -15.9% |
| 30D | -22.6% | +3.3% | -25.9% | -23.4% |
| 3M | -5.7% | -9.8% | +4.1% | -1.1% |
| 6M | +43.1% | +5.2% | +37.9% | +39.2% |
| All | +43.1% | +4.5% | +38.6% | +39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling