+6,351.7%
AMD vs CME
+331.0%
+6,020.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.5% | +11.2% |
| 7D | -11.0% | +0.9% | -12.0% | -11.3% |
| 30D | -30.5% | +13.2% | -43.7% | -33.1% |
| 3M | -8.2% | +16.3% | -24.5% | -12.5% |
| 6M | +6.6% | +7.1% | -0.6% | +3.2% |
| YTD | +109.7% | +15.8% | +93.8% | +96.3% |
| 1Y | +88.9% | +17.1% | +71.8% | +76.0% |
| 3Y | +301.8% | +63.2% | +238.7% | +217.6% |
| 5Y | +229.4% | +70.2% | +159.1% | +154.2% |
| All | +6,351.7% | +331.0% | +6,020.7% | +5,124.7% |
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