+3,759.2%
AMD vs CNI
+6,541.6%
-2,782.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +2.6% | -2.1% | +4.7% | +4.1% |
| 30D | -0.9% | -3.3% | +2.3% | +1.4% |
| 3M | -8.7% | +3.8% | -12.5% | -12.1% |
| 6M | +136.3% | +12.7% | +123.7% | +114.0% |
| YTD | +123.0% | +26.3% | +96.7% | +84.5% |
| 1Y | +195.2% | +29.9% | +165.3% | +138.2% |
| 3Y | +336.3% | +15.9% | +320.4% | +280.2% |
| 5Y | +334.5% | +6.9% | +327.5% | +306.6% |
| 10Y | +6,259.1% | +126.8% | +6,132.3% | +3,312.3% |
| All | +3,759.2% | +6,541.6% | -2,782.4% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling