+196.6%
AMD vs CL
+43.3%
+153.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.1% | -17.2% | -17.3% |
| 7D | -28.6% | +5.9% | -34.5% | -27.4% |
| 30D | -37.7% | +13.8% | -51.5% | -35.5% |
| 3M | -16.1% | +6.4% | -22.5% | -14.1% |
| 6M | +13.8% | +15.6% | -1.8% | +18.2% |
| YTD | +88.8% | +27.9% | +60.9% | +97.8% |
| 1Y | +57.8% | +31.4% | +26.4% | +65.5% |
| 3Y | +260.3% | +41.4% | +218.9% | +252.8% |
| 5Y | +196.6% | +42.8% | +153.8% | +189.8% |
| All | +196.6% | +43.3% | +153.3% | +189.8% |
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