+88.9%
AMD vs CMS
-1.6%
+90.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.2% | +9.0% |
| 7D | -11.0% | -1.3% | -9.7% | -12.0% |
| 30D | -30.5% | +6.3% | -36.8% | -26.5% |
| 3M | -8.2% | -2.1% | -6.2% | -9.0% |
| 6M | +6.6% | -5.1% | +11.7% | +3.8% |
| YTD | +109.7% | +1.3% | +108.4% | +110.5% |
| 1Y | +88.9% | -1.4% | +90.3% | +89.4% |
| All | +88.9% | -1.6% | +90.5% | +89.4% |
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