+268.3%
AMD vs CIFR
-30.8%
+299.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.2% | +15.0% | +14.8% |
| 7D | +6.5% | -19.6% | +26.1% | +9.9% |
| 30D | -15.3% | -51.7% | +36.4% | -6.0% |
| 3M | +9.7% | -60.0% | +69.7% | +24.4% |
| 6M | +13.2% | -68.2% | +81.4% | +31.4% |
| YTD | +140.6% | -55.8% | +196.3% | +164.3% |
| 1Y | +111.2% | -66.8% | +177.9% | +138.6% |
| 3Y | +334.4% | +119.1% | +215.3% | +252.1% |
| 5Y | +268.3% | -25.3% | +293.6% | +206.4% |
| All | +268.3% | -30.8% | +299.1% | +206.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling