+523.6%
AMD vs CIFR
-31.6%
+555.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.0% | +9.2% | +12.6% |
| 7D | +8.9% | -0.7% | +9.7% | +8.7% |
| 30D | -16.4% | -49.6% | +33.3% | -8.0% |
| 3M | +5.2% | -60.4% | +65.6% | +19.0% |
| 6M | +11.7% | -66.9% | +78.6% | +28.4% |
| YTD | +137.5% | -53.9% | +191.3% | +158.8% |
| 1Y | +117.8% | -67.1% | +184.9% | +145.2% |
| 3Y | +348.1% | +118.3% | +229.9% | +265.4% |
| 5Y | +241.5% | -26.9% | +268.4% | +156.8% |
| All | +523.6% | -31.6% | +555.1% | +358.5% |
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