+7,765.4%
AMD vs CMS
+140.2%
+7,625.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.4% | -9.0% |
| 7D | +18.9% | +1.7% | +17.2% | +18.6% |
| 30D | -6.4% | +6.2% | -12.6% | -7.4% |
| 3M | +10.6% | +0.6% | +9.9% | +10.3% |
| 6M | +19.9% | -1.8% | +21.6% | +19.6% |
| YTD | +149.4% | +3.8% | +145.5% | +145.3% |
| 1Y | +115.4% | -1.8% | +117.2% | +114.2% |
| 3Y | +357.3% | +39.8% | +317.5% | +309.5% |
| 5Y | +261.1% | +37.1% | +224.0% | +221.6% |
| All | +7,765.4% | +140.2% | +7,625.2% | +7,659.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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