+126.1%
AMD vs CG
-26.5%
+152.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.3% | +10.1% | +7.3% |
| 7D | +44.7% | -1.5% | +46.2% | +45.3% |
| 30D | -3.3% | +5.7% | -9.0% | -4.2% |
| 3M | +21.2% | -17.9% | +39.1% | +28.8% |
| 6M | +30.6% | -20.2% | +50.8% | +40.1% |
| YTD | +173.3% | -32.0% | +205.3% | +199.4% |
| 1Y | +126.1% | -27.0% | +153.1% | +135.3% |
| All | +126.1% | -26.5% | +152.5% | +135.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling