+199.0%
AMD vs CMS
+32.6%
+166.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.2% | +10.8% |
| 7D | -11.0% | -1.3% | -9.7% | -11.2% |
| 30D | -30.5% | +6.3% | -36.8% | -30.1% |
| 3M | -8.2% | -2.1% | -6.2% | -8.2% |
| 6M | +6.6% | -5.1% | +11.7% | +6.3% |
| YTD | +109.7% | +1.3% | +108.4% | +108.5% |
| 1Y | +88.9% | -1.4% | +90.3% | +88.2% |
| 3Y | +301.8% | +36.9% | +264.9% | +276.8% |
| All | +199.0% | +32.6% | +166.5% | +203.1% |
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