+195.2%
AMD vs CP
+19.9%
+175.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | -2.7% | +5.3% | +3.3% |
| 30D | -0.9% | +0.2% | -1.1% | -0.9% |
| 3M | -8.7% | +2.6% | -11.3% | -9.9% |
| 6M | +136.3% | +6.0% | +130.4% | +126.4% |
| YTD | +123.0% | +24.9% | +98.1% | +110.5% |
| 1Y | +195.2% | +20.1% | +175.1% | +177.5% |
| All | +195.2% | +19.9% | +175.3% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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