+95.5%
AMD vs CIFR
-69.0%
+164.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -20.0% | +21.0% | +7.3% |
| 7D | -15.5% | -26.7% | +11.2% | -7.9% |
| 30D | -22.6% | -58.0% | +35.4% | -0.1% |
| 3M | -5.7% | -68.1% | +62.4% | +30.7% |
| 6M | +43.1% | -63.7% | +106.8% | +83.8% |
| YTD | +128.2% | -56.0% | +184.2% | +168.1% |
| 1Y | +95.5% | -71.1% | +166.6% | +147.0% |
| All | +95.5% | -69.0% | +164.5% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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