+357.3%
AMD vs CG
+46.4%
+310.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.8% | -9.3% |
| 7D | +18.9% | +0.2% | +18.8% | +18.7% |
| 30D | -6.4% | +11.2% | -17.6% | -11.1% |
| 3M | +10.6% | -22.1% | +32.7% | +24.0% |
| 6M | +19.9% | -17.9% | +37.8% | +30.2% |
| YTD | +149.4% | -31.3% | +180.7% | +192.9% |
| 1Y | +115.4% | -24.0% | +139.3% | +138.8% |
| 3Y | +357.3% | +45.0% | +312.3% | +273.4% |
| All | +357.3% | +46.4% | +310.9% | +273.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling