+6,351.7%
AMD vs CL
+74.1%
+6,277.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.2% | +11.4% |
| 7D | -11.0% | +1.3% | -12.4% | -11.3% |
| 30D | -30.5% | +11.4% | -41.8% | -32.2% |
| 3M | -8.2% | +4.4% | -12.6% | -9.4% |
| 6M | +6.6% | +10.8% | -4.2% | +2.7% |
| YTD | +109.7% | +25.1% | +84.5% | +94.0% |
| 1Y | +88.9% | +28.0% | +60.9% | +73.0% |
| 3Y | +301.8% | +37.6% | +264.2% | +237.8% |
| 5Y | +229.4% | +39.7% | +189.6% | +169.4% |
| All | +6,351.7% | +74.1% | +6,277.7% | +4,855.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling