+11,749.2%
AMD vs CI
+8,260.6%
+3,488.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | 0.0% |
| 7D | -15.5% | +3.5% | -19.0% | -16.4% |
| 30D | -22.6% | +12.6% | -35.2% | -25.7% |
| 3M | -5.7% | +12.1% | -17.8% | -9.7% |
| 6M | +43.1% | +10.6% | +32.5% | +36.4% |
| YTD | +128.2% | +12.8% | +115.4% | +115.4% |
| 1Y | +95.5% | +18.0% | +77.5% | +81.3% |
| 3Y | +335.4% | +4.2% | +331.2% | +301.7% |
| 5Y | +255.5% | +57.2% | +198.2% | +181.6% |
| 10Y | +7,350.9% | +179.3% | +7,171.6% | +4,599.5% |
| All | +11,749.2% | +8,260.6% | +3,488.7% | +1,458.7% |
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