+7,765.4%
AMD vs CP
+257.3%
+7,508.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.4% |
| 7D | +18.9% | +2.1% | +16.8% | +17.5% |
| 30D | -6.4% | +9.3% | -15.8% | -12.1% |
| 3M | +10.6% | +0.5% | +10.1% | +9.4% |
| 6M | +19.9% | +10.4% | +9.5% | +10.2% |
| YTD | +149.4% | +28.7% | +120.7% | +105.1% |
| 1Y | +115.4% | +33.2% | +82.2% | +72.8% |
| 3Y | +357.3% | +38.4% | +318.8% | +253.4% |
| 5Y | +261.1% | +26.2% | +234.9% | +194.3% |
| All | +7,765.4% | +257.3% | +7,508.1% | +3,346.2% |
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