+196.6%
AMD vs CI
+54.1%
+142.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.3% | -16.0% | -17.2% |
| 7D | -28.6% | +1.0% | -29.6% | -28.6% |
| 30D | -37.7% | +9.9% | -47.6% | -38.2% |
| 3M | -16.1% | +12.1% | -28.2% | -16.9% |
| 6M | +13.8% | +10.6% | +3.2% | +12.3% |
| YTD | +88.8% | +11.4% | +77.4% | +86.0% |
| 1Y | +57.8% | +18.8% | +39.0% | +53.9% |
| 3Y | +260.3% | +2.9% | +257.4% | +247.9% |
| 5Y | +196.6% | +54.5% | +142.1% | +126.2% |
| All | +196.6% | +54.1% | +142.5% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling