+234.4%
AMD vs CNI
+30.1%
+204.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.8% | +3.2% |
| 7D | +14.0% | +0.9% | +13.1% | +13.8% |
| 30D | +11.0% | -2.1% | +13.1% | +11.5% |
| 3M | +9.6% | +1.8% | +7.8% | +8.4% |
| 6M | +157.1% | +14.8% | +142.3% | +141.4% |
| YTD | +143.3% | +25.4% | +117.9% | +127.6% |
| 1Y | +234.4% | +32.9% | +201.5% | +218.9% |
| All | +234.4% | +30.1% | +204.3% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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