+88.9%
AMD vs CI
+15.7%
+73.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.7% | +10.0% |
| 7D | -11.0% | -1.6% | -9.5% | -11.6% |
| 30D | -30.5% | +5.4% | -35.9% | -29.2% |
| 3M | -8.2% | +7.3% | -15.5% | -5.9% |
| 6M | +6.6% | +5.3% | +1.3% | +9.0% |
| YTD | +109.7% | +8.5% | +101.2% | +116.0% |
| 1Y | +88.9% | +17.1% | +71.8% | +105.9% |
| All | +88.9% | +15.7% | +73.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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