+132.8%
AMD vs CNI
+37.2%
+95.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.2% |
| 7D | +13.1% | -1.1% | +14.2% | +13.2% |
| 30D | -7.0% | +7.6% | -14.6% | -7.8% |
| 3M | +16.6% | +1.6% | +15.0% | +16.9% |
| 6M | +20.5% | +16.6% | +3.9% | +13.8% |
| YTD | +158.2% | +31.3% | +126.9% | +136.9% |
| 1Y | +132.8% | +35.2% | +97.6% | +107.1% |
| All | +132.8% | +37.2% | +95.6% | +107.1% |
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