+199.0%
AMD vs CMG
-4.5%
+203.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.7% | +13.8% | +12.3% |
| 7D | -11.0% | +8.0% | -19.0% | -14.6% |
| 30D | -30.5% | +11.9% | -42.4% | -35.0% |
| 3M | -8.2% | +2.1% | -10.4% | -11.3% |
| 6M | +6.6% | +5.2% | +1.4% | -1.9% |
| YTD | +109.7% | -6.9% | +116.6% | +105.4% |
| 1Y | +88.9% | +12.7% | +76.2% | +62.2% |
| 3Y | +301.8% | -16.8% | +318.6% | +272.2% |
| All | +199.0% | -4.5% | +203.6% | +138.7% |
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