+485.5%
AMD vs CIFR
+78.3%
+407.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.4% |
| 7D | +2.6% | +16.9% | -14.4% | +0.1% |
| 30D | -0.9% | -5.2% | +4.3% | -0.7% |
| 3M | -8.7% | -30.6% | +21.8% | -5.3% |
| 6M | +136.3% | +10.6% | +125.7% | +128.6% |
| YTD | +123.0% | +20.2% | +102.8% | +112.9% |
| 1Y | +195.2% | +139.7% | +55.4% | +156.6% |
| 3Y | +336.3% | +489.4% | -153.0% | +207.4% |
| 5Y | +334.5% | +54.4% | +280.1% | +183.5% |
| All | +485.5% | +78.3% | +407.3% | +277.2% |
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