+4,656.7%
AMD vs CLBK
+67.9%
+4,588.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +1.2% | +1.4% | +2.1% |
| 30D | -0.9% | +9.1% | -10.1% | -3.9% |
| 3M | -8.7% | +27.7% | -36.4% | -16.6% |
| 6M | +136.3% | +40.8% | +95.5% | +108.6% |
| YTD | +123.0% | +66.4% | +56.6% | +84.1% |
| 1Y | +195.2% | +72.4% | +122.8% | +139.5% |
| 3Y | +336.3% | +50.7% | +285.7% | +259.8% |
| 5Y | +334.5% | +42.9% | +291.5% | +245.3% |
| All | +4,656.7% | +67.9% | +4,588.8% | +3,326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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