+8,672.7%
AMD vs CMI
+514.3%
+8,158.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.8% |
| 7D | +14.0% | +0.7% | +13.3% | +13.5% |
| 30D | +11.0% | -12.3% | +23.3% | +21.0% |
| 3M | +9.6% | -16.8% | +26.4% | +24.6% |
| 6M | +157.1% | +1.5% | +155.6% | +160.3% |
| YTD | +143.3% | +9.8% | +133.5% | +134.8% |
| 1Y | +234.4% | +42.6% | +191.8% | +174.9% |
| 3Y | +391.2% | +151.0% | +240.2% | +187.7% |
| 5Y | +390.9% | +167.0% | +223.9% | +174.1% |
| All | +8,672.7% | +514.3% | +8,158.5% | +3,200.0% |
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