+261.9%
AMD vs CME
+67.1%
+194.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.3% | -16.9% | -17.4% |
| 7D | -28.6% | +3.7% | -32.3% | -27.1% |
| 30D | -37.7% | +13.7% | -51.4% | -33.3% |
| 3M | -16.1% | +16.6% | -32.7% | -9.0% |
| 6M | +13.8% | +8.2% | +5.7% | +22.8% |
| YTD | +88.8% | +16.3% | +72.5% | +107.9% |
| 1Y | +57.8% | +19.1% | +38.7% | +75.3% |
| All | +261.9% | +67.1% | +194.8% | +338.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling