+337.5%
AMD vs CME
+78.2%
+259.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | +2.6% | -1.6% | +4.2% | +2.7% |
| 30D | -0.9% | +6.2% | -7.2% | -1.5% |
| 3M | -8.7% | +10.4% | -19.1% | -9.5% |
| 6M | +136.3% | -9.5% | +145.9% | +143.5% |
| YTD | +123.0% | +6.0% | +117.0% | +119.0% |
| 1Y | +195.2% | +9.3% | +185.9% | +186.7% |
| 3Y | +336.3% | +57.7% | +278.7% | +239.9% |
| All | +337.5% | +78.2% | +259.4% | +221.8% |
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