+5,710.3%
AMD vs CL
+77.9%
+5,632.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.1% | -17.2% | -17.3% |
| 7D | -28.6% | +5.9% | -34.5% | -29.4% |
| 30D | -37.7% | +13.8% | -51.5% | -39.5% |
| 3M | -16.1% | +6.4% | -22.5% | -17.4% |
| 6M | +13.8% | +15.6% | -1.8% | +8.8% |
| YTD | +88.8% | +27.9% | +60.9% | +74.1% |
| 1Y | +57.8% | +31.4% | +26.4% | +43.8% |
| 3Y | +260.3% | +41.4% | +218.9% | +201.1% |
| 5Y | +196.6% | +42.8% | +153.8% | +141.8% |
| All | +5,710.3% | +77.9% | +5,632.4% | +4,348.9% |
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