+3,528.6%
AMD vs CNI
+6,614.8%
-3,086.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +13.0% | +12.4% |
| 7D | -11.0% | +0.3% | -11.3% | -11.3% |
| 30D | -30.5% | +7.2% | -37.7% | -34.2% |
| 3M | -8.2% | -1.3% | -6.9% | -8.0% |
| 6M | +6.6% | +11.8% | -5.2% | -3.3% |
| YTD | +109.7% | +27.7% | +82.0% | +71.0% |
| 1Y | +88.9% | +33.5% | +55.4% | +48.9% |
| 3Y | +301.8% | +19.3% | +282.5% | +241.3% |
| 5Y | +229.4% | +3.1% | +226.2% | +215.5% |
| 10Y | +6,745.1% | +141.2% | +6,603.9% | +3,394.4% |
| All | +3,528.6% | +6,614.8% | -3,086.2% | +160.6% |
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