+10,785.8%
AMD vs CMI
+15,846.7%
-5,060.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.9% |
| 7D | -11.0% | -10.0% | -1.0% | -6.0% |
| 30D | -30.5% | -13.0% | -17.5% | -25.1% |
| 3M | -8.2% | -29.9% | +21.6% | +10.2% |
| 6M | +6.6% | -36.7% | +43.2% | +35.8% |
| YTD | +109.7% | -10.9% | +120.6% | +127.2% |
| 1Y | +88.9% | -1.3% | +90.2% | +94.6% |
| 3Y | +301.8% | +117.4% | +184.4% | +181.3% |
| 5Y | +229.4% | +112.9% | +116.5% | +133.8% |
| 10Y | +6,745.1% | +366.7% | +6,378.4% | +3,110.6% |
| All | +10,785.8% | +15,846.7% | -5,060.9% | +836.2% |
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 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