+132.8%
AMD vs CME
+17.5%
+115.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +8.8% |
| 7D | +13.1% | +2.5% | +10.7% | +14.9% |
| 30D | -7.0% | +13.9% | -20.9% | +2.0% |
| 3M | +16.6% | +22.4% | -5.8% | +33.4% |
| 6M | +20.5% | +12.9% | +7.6% | +37.2% |
| YTD | +158.2% | +19.6% | +138.6% | +175.7% |
| 1Y | +132.8% | +17.7% | +115.1% | +148.9% |
| All | +132.8% | +17.5% | +115.3% | +148.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling