+241.5%
AMD vs CME
+70.5%
+171.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.4% | +13.7% | +13.3% |
| 7D | +8.9% | -0.6% | +9.5% | +8.9% |
| 30D | -16.4% | +8.5% | -24.9% | -16.7% |
| 3M | +5.2% | +16.0% | -10.8% | +4.1% |
| 6M | +11.7% | +9.3% | +2.4% | +11.9% |
| YTD | +137.5% | +15.3% | +122.2% | +132.3% |
| 1Y | +117.8% | +14.4% | +103.4% | +113.4% |
| 3Y | +348.1% | +59.9% | +288.2% | +265.7% |
| 5Y | +241.5% | +69.4% | +172.1% | +160.2% |
| All | +241.5% | +70.5% | +171.0% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling