+11,477.5%
AMD vs CI
+7,591.2%
+3,886.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.1% |
| 7D | +2.6% | +1.3% | +1.3% | +2.1% |
| 30D | -0.9% | +4.4% | -5.4% | -2.4% |
| 3M | -8.7% | +0.7% | -9.4% | -9.7% |
| 6M | +136.3% | +0.3% | +136.0% | +133.2% |
| YTD | +123.0% | +3.8% | +119.2% | +117.4% |
| 1Y | +195.2% | -5.5% | +200.7% | +192.5% |
| 3Y | +336.3% | +8.1% | +328.2% | +298.5% |
| 5Y | +334.5% | +42.8% | +291.7% | +256.5% |
| 10Y | +6,259.1% | +143.9% | +6,115.2% | +4,104.4% |
| All | +11,477.5% | +7,591.2% | +3,886.2% | +1,472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling