+301.8%
AMD vs CIFR
+54.7%
+247.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +17.9% | -6.9% | +7.6% |
| 7D | -11.0% | -10.2% | -0.8% | -9.7% |
| 30D | -30.5% | -55.0% | +24.6% | -20.4% |
| 3M | -8.2% | -64.1% | +55.8% | +8.4% |
| 6M | +6.6% | -70.1% | +76.7% | +28.2% |
| YTD | +109.7% | -55.7% | +165.3% | +134.8% |
| 1Y | +88.9% | -69.9% | +158.8% | +120.3% |
| 3Y | +301.8% | +68.7% | +233.1% | +281.9% |
| All | +301.8% | +54.7% | +247.1% | +281.9% |
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