+337.5%
AMD vs CMS
+23.4%
+314.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.6% |
| 30D | -0.9% | -3.6% | +2.7% | -1.2% |
| 3M | -8.7% | -1.9% | -6.8% | -9.2% |
| 6M | +136.3% | -11.0% | +147.3% | +135.5% |
| YTD | +123.0% | +0.2% | +122.8% | +121.4% |
| 1Y | +195.2% | -1.3% | +196.5% | +193.3% |
| 3Y | +336.3% | +35.9% | +300.4% | +312.2% |
| All | +337.5% | +23.4% | +314.1% | +335.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling