+57.8%
AMD vs CMS
-0.1%
+57.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.4% | -16.8% | -17.6% |
| 7D | -28.6% | +1.7% | -30.3% | -27.4% |
| 30D | -37.7% | +8.6% | -46.4% | -33.0% |
| 3M | -16.1% | -0.5% | -15.6% | -15.6% |
| 6M | +13.8% | -4.2% | +18.0% | +12.5% |
| YTD | +88.8% | +3.4% | +85.4% | +92.3% |
| 1Y | +57.8% | +0.4% | +57.3% | +60.7% |
| All | +57.8% | -0.1% | +57.9% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling