+5,710.3%
AMD vs CP
+259.9%
+5,450.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.7% | -16.6% | -16.8% |
| 7D | -28.6% | +6.1% | -34.7% | -31.4% |
| 30D | -37.7% | +9.8% | -47.5% | -41.7% |
| 3M | -16.1% | +2.7% | -18.9% | -18.3% |
| 6M | +13.8% | +12.8% | +1.1% | +3.4% |
| YTD | +88.8% | +28.2% | +60.7% | +55.9% |
| 1Y | +57.8% | +34.1% | +23.6% | +26.2% |
| 3Y | +260.3% | +28.9% | +231.4% | +192.3% |
| 5Y | +196.6% | +27.1% | +169.6% | +141.0% |
| All | +5,710.3% | +259.9% | +5,450.4% | +2,694.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling