+11,477.5%
AMD vs CMS
+457.8%
+11,019.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | -0.9% | -3.6% | +2.7% | +0.2% |
| 3M | -8.7% | -1.9% | -6.8% | -8.8% |
| 6M | +136.3% | -11.0% | +147.3% | +142.6% |
| YTD | +123.0% | +0.2% | +122.8% | +120.6% |
| 1Y | +195.2% | -1.3% | +196.5% | +192.9% |
| 3Y | +336.3% | +35.9% | +300.4% | +284.0% |
| 5Y | +334.5% | +23.1% | +311.4% | +289.9% |
| 10Y | +6,259.1% | +117.9% | +6,141.2% | +4,540.3% |
| All | +11,477.5% | +457.8% | +11,019.6% | +4,812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling