+450.6%
AMD vs CIFR
-34.2%
+484.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +17.9% | -6.9% | +8.3% |
| 7D | -11.0% | -10.2% | -0.8% | -9.9% |
| 30D | -30.5% | -55.0% | +24.6% | -22.3% |
| 3M | -8.2% | -64.1% | +55.8% | +5.2% |
| 6M | +6.6% | -70.1% | +76.7% | +24.2% |
| YTD | +109.7% | -55.7% | +165.3% | +129.7% |
| 1Y | +88.9% | -69.9% | +158.8% | +115.0% |
| 3Y | +301.8% | +68.7% | +233.1% | +236.9% |
| 5Y | +229.4% | -26.2% | +255.6% | +148.3% |
| All | +450.6% | -34.2% | +484.8% | +307.0% |
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 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