+349.8%
AMD vs CNC
+5.3%
+344.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.8% |
| 7D | +2.6% | +3.5% | -1.0% | +2.4% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | -8.7% | +6.9% | -15.6% | -9.2% |
| 6M | +136.3% | +49.0% | +87.3% | +129.1% |
| YTD | +123.0% | +62.9% | +60.1% | +114.9% |
| 1Y | +195.2% | +134.0% | +61.2% | +176.1% |
| 3Y | +336.3% | +9.4% | +326.9% | +319.2% |
| All | +349.8% | +5.3% | +344.5% | +379.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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