+337.5%
AMD vs CG
+10.1%
+327.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.7% |
| 7D | +2.6% | -4.3% | +6.9% | +5.2% |
| 30D | -0.9% | -5.1% | +4.2% | +1.5% |
| 3M | -8.7% | +8.7% | -17.4% | -14.1% |
| 6M | +136.3% | -9.2% | +145.6% | +145.5% |
| YTD | +123.0% | -18.9% | +141.9% | +145.4% |
| 1Y | +195.2% | -25.6% | +220.8% | +239.9% |
| 3Y | +336.3% | +57.3% | +279.1% | +182.9% |
| All | +337.5% | +10.1% | +327.4% | +263.1% |
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