+337.5%
AMD vs CMG
-3.6%
+341.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.5% |
| 7D | +2.6% | -2.8% | +5.4% | +4.0% |
| 30D | -0.9% | +7.1% | -8.1% | -5.0% |
| 3M | -8.7% | +31.2% | -39.9% | -24.0% |
| 6M | +136.3% | +0.7% | +135.7% | +127.9% |
| YTD | +123.0% | -0.1% | +123.1% | +114.2% |
| 1Y | +195.2% | -10.7% | +205.9% | +197.1% |
| 3Y | +336.3% | -4.7% | +341.0% | +276.0% |
| All | +337.5% | -3.6% | +341.1% | +257.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling