+331.1%
AMD vs CI
+7.7%
+323.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +4.6% |
| 7D | +2.6% | +1.3% | +1.3% | +2.7% |
| 30D | -0.9% | +4.4% | -5.4% | -0.6% |
| 3M | -8.7% | +0.7% | -9.4% | -8.6% |
| 6M | +136.3% | +0.3% | +136.0% | +136.3% |
| YTD | +123.0% | +3.8% | +119.2% | +123.4% |
| 1Y | +195.2% | -5.5% | +200.7% | +195.2% |
| All | +331.1% | +7.7% | +323.4% | +305.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling