+6,406.4%
AMD vs CG
+359.8%
+6,046.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.6% |
| 7D | +2.6% | -4.3% | +6.9% | +5.0% |
| 30D | -0.9% | -5.1% | +4.2% | +1.3% |
| 3M | -8.7% | +8.7% | -17.4% | -13.6% |
| 6M | +136.3% | -9.2% | +145.6% | +144.8% |
| YTD | +123.0% | -18.9% | +141.9% | +143.6% |
| 1Y | +195.2% | -25.6% | +220.8% | +235.9% |
| 3Y | +336.3% | +57.3% | +279.1% | +208.2% |
| 5Y | +334.5% | +10.2% | +324.3% | +266.6% |
| All | +6,406.4% | +359.8% | +6,046.6% | +2,480.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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