+8,077.9%
AMD vs CMI
+325.3%
+7,752.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.9% | +13.8% | +14.1% |
| 7D | +6.5% | -9.3% | +15.8% | +14.1% |
| 30D | -15.3% | -13.2% | -2.1% | -6.1% |
| 3M | +9.7% | -28.2% | +37.9% | +37.8% |
| 6M | +13.2% | -32.7% | +45.9% | +49.8% |
| YTD | +140.6% | -10.1% | +150.7% | +167.2% |
| 1Y | +111.2% | -4.9% | +116.0% | +126.5% |
| 3Y | +334.4% | +120.4% | +214.1% | +180.1% |
| 5Y | +268.3% | +114.3% | +154.1% | +138.9% |
| 10Y | +8,077.9% | +324.8% | +7,753.1% | +4,056.2% |
| All | +8,077.9% | +325.3% | +7,752.7% | +4,056.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling