+6,351.7%
AMD vs CMS
+125.4%
+6,226.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.2% | +11.3% |
| 7D | -11.0% | -1.3% | -9.7% | -10.9% |
| 30D | -30.5% | +6.3% | -36.8% | -31.3% |
| 3M | -8.2% | -2.1% | -6.2% | -8.1% |
| 6M | +6.6% | -5.1% | +11.7% | +6.8% |
| YTD | +109.7% | +1.3% | +108.4% | +106.9% |
| 1Y | +88.9% | -1.4% | +90.3% | +87.3% |
| 3Y | +301.8% | +36.9% | +264.9% | +259.7% |
| 5Y | +229.4% | +32.5% | +196.8% | +193.9% |
| All | +6,351.7% | +125.4% | +6,226.3% | +5,777.9% |
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