+215.7%
AMD vs CMI
+40.9%
+174.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.5% |
| 7D | +10.4% | +0.8% | +9.6% | +9.6% |
| 30D | +6.2% | -12.8% | +19.0% | +20.9% |
| 3M | +11.3% | -12.4% | +23.8% | +27.4% |
| 6M | +147.8% | -0.9% | +148.7% | +162.3% |
| YTD | +135.2% | +8.9% | +126.3% | +134.1% |
| 1Y | +215.7% | +37.7% | +178.0% | +174.5% |
| All | +215.7% | +40.9% | +174.8% | +174.5% |
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