+295.7%
AMD vs CMI
+118.3%
+177.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.8% |
| 7D | -11.0% | -10.0% | -1.0% | -2.4% |
| 30D | -30.5% | -13.0% | -17.5% | -21.2% |
| 3M | -8.2% | -29.9% | +21.6% | +24.3% |
| 6M | +6.6% | -36.7% | +43.2% | +57.6% |
| YTD | +109.7% | -10.9% | +120.6% | +142.5% |
| 1Y | +88.9% | -1.3% | +90.2% | +103.2% |
| All | +295.7% | +118.3% | +177.3% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling