+395.8%
AMD vs CIFR
-44.2%
+440.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.6% | -2.6% | -15.1% |
| 7D | -28.6% | -31.5% | +2.9% | -24.6% |
| 30D | -37.7% | -64.2% | +26.5% | -28.0% |
| 3M | -16.1% | -70.3% | +54.2% | -1.0% |
| 6M | +13.8% | -74.9% | +88.7% | +36.1% |
| YTD | +88.8% | -62.4% | +151.2% | +112.1% |
| 1Y | +57.8% | -77.5% | +135.3% | +86.9% |
| 3Y | +260.3% | +35.4% | +224.9% | +211.5% |
| 5Y | +196.6% | -37.4% | +234.0% | +129.3% |
| All | +395.8% | -44.2% | +440.1% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling