+95.5%
AMD vs CMI
+10.9%
+84.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +6.4% |
| 7D | -15.5% | -11.2% | -4.3% | -5.5% |
| 30D | -22.6% | -9.8% | -12.8% | -14.7% |
| 3M | -5.7% | -25.5% | +19.8% | +24.2% |
| 6M | +43.1% | -27.7% | +70.8% | +97.5% |
| YTD | +128.2% | -6.6% | +134.8% | +170.7% |
| 1Y | +95.5% | +11.7% | +83.8% | +123.2% |
| All | +95.5% | +10.9% | +84.6% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling