+13.8%
AMD vs CME
+7.1%
+6.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.3% | -16.9% | -17.6% |
| 7D | -28.6% | +3.7% | -32.3% | -25.9% |
| 30D | -37.7% | +13.7% | -51.4% | -29.5% |
| 3M | -16.1% | +16.6% | -32.7% | -2.7% |
| 6M | +13.8% | +8.2% | +5.7% | +35.8% |
| All | +13.8% | +7.1% | +6.8% | +35.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling