+88.9%
AMD vs CL
+29.1%
+59.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.2% | +9.1% |
| 7D | -11.0% | +1.3% | -12.4% | -9.7% |
| 30D | -30.5% | +11.4% | -41.8% | -23.2% |
| 3M | -8.2% | +4.4% | -12.6% | -2.7% |
| 6M | +6.6% | +10.8% | -4.2% | +18.1% |
| YTD | +109.7% | +25.1% | +84.5% | +156.1% |
| 1Y | +88.9% | +28.0% | +60.9% | +138.9% |
| All | +88.9% | +29.1% | +59.8% | +138.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling