+8,164.6%
AMD vs CME
+297.2%
+7,867.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.7% |
| 7D | +13.1% | +2.5% | +10.7% | +12.4% |
| 30D | -7.0% | +13.9% | -20.9% | -10.6% |
| 3M | +16.6% | +22.4% | -5.8% | +9.3% |
| 6M | +20.5% | +12.9% | +7.6% | +14.8% |
| YTD | +158.2% | +19.6% | +138.6% | +138.9% |
| 1Y | +132.8% | +17.7% | +115.1% | +116.5% |
| 3Y | +366.2% | +65.3% | +300.9% | +264.7% |
| 5Y | +278.7% | +75.1% | +203.5% | +186.8% |
| 10Y | +8,164.6% | +305.8% | +7,858.8% | +4,737.6% |
| All | +8,164.6% | +297.2% | +7,867.4% | +4,737.6% |
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