+4,886.4%
AMD vs CME
+8,206.4%
-3,320.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.3% | -16.9% | -17.1% |
| 7D | -28.6% | +3.7% | -32.3% | -29.8% |
| 30D | -37.7% | +13.7% | -51.4% | -41.5% |
| 3M | -16.1% | +16.6% | -32.7% | -22.4% |
| 6M | +13.8% | +8.2% | +5.7% | +6.9% |
| YTD | +88.8% | +16.3% | +72.5% | +70.3% |
| 1Y | +57.8% | +19.1% | +38.7% | +40.5% |
| 3Y | +260.3% | +67.4% | +192.9% | +165.5% |
| 5Y | +196.6% | +71.0% | +125.6% | +115.9% |
| 10Y | +6,064.6% | +338.9% | +5,725.7% | +2,608.5% |
| All | +4,886.4% | +8,206.4% | -3,320.0% | +684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling