+8,017.8%
AMD vs CMG
+322.4%
+7,695.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +10.0% | -1.5% | +11.5% | +10.7% |
| 30D | +4.6% | +12.7% | -8.1% | -1.9% |
| 3M | +3.1% | +26.3% | -23.1% | -10.6% |
| 6M | +162.8% | +4.5% | +158.3% | +148.6% |
| YTD | +136.2% | -0.1% | +136.3% | +127.3% |
| 1Y | +234.0% | -6.8% | +240.8% | +226.3% |
| 3Y | +376.7% | -5.0% | +381.7% | +345.2% |
| 5Y | +376.3% | -3.0% | +379.4% | +332.4% |
| 10Y | +8,017.8% | +323.6% | +7,694.3% | +3,824.8% |
| All | +8,017.8% | +322.4% | +7,695.5% | +3,824.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling