+357.3%
AMD vs CIFR
+129.4%
+227.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.1% | -4.7% | -8.0% |
| 7D | +18.9% | +4.8% | +14.1% | +18.0% |
| 30D | -6.4% | -31.0% | +24.5% | -0.2% |
| 3M | +10.6% | -58.7% | +69.3% | +27.8% |
| 6M | +19.9% | -67.7% | +87.6% | +42.7% |
| YTD | +149.4% | -53.5% | +202.9% | +177.3% |
| 1Y | +115.4% | -54.1% | +169.4% | +138.7% |
| 3Y | +357.3% | +138.2% | +219.1% | +338.6% |
| All | +357.3% | +129.4% | +227.9% | +338.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling