+577.9%
AMD vs CIFR
-28.5%
+606.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.9% | -1.6% | +6.0% |
| 7D | +13.1% | +9.4% | +3.7% | +11.9% |
| 30D | -7.0% | -45.3% | +38.4% | +1.1% |
| 3M | +16.6% | -58.7% | +75.3% | +31.0% |
| 6M | +20.5% | -64.9% | +85.5% | +37.4% |
| YTD | +158.2% | -51.8% | +210.0% | +179.5% |
| 1Y | +132.8% | -61.9% | +194.7% | +157.4% |
| 3Y | +366.2% | +138.6% | +227.6% | +275.9% |
| 5Y | +278.7% | -13.0% | +291.6% | +180.5% |
| All | +577.9% | -28.5% | +606.4% | +395.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling