+199.0%
AMD vs CG
-22.2%
+221.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.4% |
| 7D | -11.0% | -1.2% | -9.9% | -10.1% |
| 30D | -30.5% | +5.0% | -35.5% | -32.5% |
| 3M | -8.2% | -18.2% | +10.0% | +2.2% |
| 6M | +6.6% | -20.7% | +27.3% | +20.3% |
| YTD | +109.7% | -31.4% | +141.1% | +153.9% |
| 1Y | +88.9% | -22.3% | +111.2% | +110.8% |
| 3Y | +301.8% | +50.2% | +251.7% | +161.3% |
| All | +199.0% | -22.2% | +221.2% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling