+6,406.4%
AMD vs CME
+281.4%
+6,125.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.8% |
| 7D | +2.6% | -1.6% | +4.2% | +3.0% |
| 30D | -0.9% | +6.2% | -7.2% | -2.7% |
| 3M | -8.7% | +10.4% | -19.1% | -12.0% |
| 6M | +136.3% | -9.5% | +145.9% | +141.8% |
| YTD | +123.0% | +6.0% | +117.0% | +115.0% |
| 1Y | +195.2% | +9.3% | +185.9% | +180.5% |
| 3Y | +336.3% | +57.7% | +278.7% | +245.4% |
| 5Y | +334.5% | +77.7% | +256.8% | +227.2% |
| All | +6,406.4% | +281.4% | +6,125.0% | +4,391.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling