+5,357.5%
AMD vs CG
+283.8%
+5,073.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.5% | -10.7% | -14.0% |
| 7D | -28.6% | -1.5% | -27.1% | -27.8% |
| 30D | -37.7% | +2.8% | -40.5% | -38.6% |
| 3M | -16.1% | -19.2% | +3.1% | -7.5% |
| 6M | +13.8% | -21.0% | +34.8% | +26.4% |
| YTD | +88.8% | -31.0% | +119.8% | +121.5% |
| 1Y | +57.8% | -21.1% | +78.8% | +72.5% |
| 3Y | +260.3% | +48.8% | +211.5% | +173.4% |
| 5Y | +196.6% | -21.5% | +218.2% | +201.3% |
| 10Y | +6,064.6% | +298.1% | +5,766.5% | +2,888.9% |
| All | +5,357.5% | +283.8% | +5,073.7% | +2,371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling