+11,477.5%
AMD vs CMI
+19,768.2%
-8,290.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.3% |
| 7D | +2.6% | -0.7% | +3.3% | +3.0% |
| 30D | -0.9% | -13.4% | +12.5% | +6.6% |
| 3M | -8.7% | -17.0% | +8.3% | +1.1% |
| 6M | +136.3% | -1.6% | +138.0% | +142.1% |
| YTD | +123.0% | +11.0% | +112.0% | +115.3% |
| 1Y | +195.2% | +41.9% | +153.3% | +152.4% |
| 3Y | +336.3% | +151.8% | +184.5% | +182.1% |
| 5Y | +334.5% | +163.6% | +170.9% | +175.0% |
| 10Y | +6,259.1% | +472.9% | +5,786.2% | +2,569.2% |
| All | +11,477.5% | +19,768.2% | -8,290.8% | +787.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling