+337.5%
AMD vs CL
+28.4%
+309.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.4% |
| 7D | +2.6% | -2.2% | +4.8% | +2.1% |
| 30D | -0.9% | -4.8% | +3.9% | -1.8% |
| 3M | -8.7% | +4.9% | -13.6% | -8.2% |
| 6M | +136.3% | -5.7% | +142.1% | +134.8% |
| YTD | +123.0% | +14.4% | +108.6% | +126.1% |
| 1Y | +195.2% | +8.7% | +186.4% | +200.0% |
| 3Y | +336.3% | +30.0% | +306.4% | +312.2% |
| All | +337.5% | +28.4% | +309.2% | +311.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling