+531.7%
AMD vs CIFR
-34.4%
+566.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.2% | +15.0% | +14.8% |
| 7D | +6.5% | -19.6% | +26.1% | +9.7% |
| 30D | -15.3% | -51.7% | +36.4% | -6.3% |
| 3M | +9.7% | -60.0% | +69.7% | +23.9% |
| 6M | +13.2% | -68.2% | +81.4% | +30.9% |
| YTD | +140.6% | -55.8% | +196.3% | +163.6% |
| 1Y | +111.2% | -66.8% | +177.9% | +137.8% |
| 3Y | +334.4% | +119.1% | +215.3% | +254.6% |
| 5Y | +268.3% | -25.3% | +293.6% | +177.3% |
| All | +531.7% | -34.4% | +566.1% | +367.1% |
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