+11,749.2%
AMD vs CL
+5,460.8%
+6,288.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.1% |
| 7D | -15.5% | +7.7% | -23.2% | -17.8% |
| 30D | -22.6% | +15.2% | -37.9% | -26.9% |
| 3M | -5.7% | +7.3% | -13.1% | -8.9% |
| 6M | +43.1% | +17.0% | +26.1% | +32.5% |
| YTD | +128.2% | +28.0% | +100.3% | +103.0% |
| 1Y | +95.5% | +32.1% | +63.4% | +71.2% |
| 3Y | +335.4% | +41.5% | +294.0% | +259.4% |
| 5Y | +255.5% | +43.9% | +211.6% | +187.8% |
| 10Y | +7,350.9% | +79.8% | +7,271.1% | +5,348.6% |
| All | +11,749.2% | +5,460.8% | +6,288.4% | +1,932.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling