+331.1%
AMD vs CMG
-5.8%
+336.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.2% |
| 7D | +2.6% | -2.8% | +5.4% | +3.5% |
| 30D | -0.9% | +7.1% | -8.1% | -3.5% |
| 3M | -8.7% | +31.2% | -39.9% | -18.8% |
| 6M | +136.3% | +0.7% | +135.7% | +132.4% |
| YTD | +123.0% | -0.1% | +123.1% | +118.8% |
| 1Y | +195.2% | -10.7% | +205.9% | +200.7% |
| All | +331.1% | -5.8% | +336.9% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling