+8,077.9%
AMD vs CMG
+382.1%
+7,695.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.3% | +10.4% | +12.6% |
| 7D | +6.5% | +8.0% | -1.5% | +2.4% |
| 30D | -15.3% | +13.7% | -29.0% | -21.2% |
| 3M | +9.7% | +11.8% | -2.0% | +1.5% |
| 6M | +13.2% | +10.6% | +2.6% | +2.3% |
| YTD | +140.6% | -2.9% | +143.5% | +130.8% |
| 1Y | +111.2% | +17.8% | +93.3% | +80.4% |
| 3Y | +334.4% | -15.3% | +349.8% | +324.1% |
| 5Y | +268.3% | -0.9% | +269.2% | +223.9% |
| 10Y | +8,077.9% | +358.4% | +7,719.6% | +3,444.1% |
| All | +8,077.9% | +382.1% | +7,695.9% | +3,444.1% |
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