+57.8%
AMD vs CP
+34.3%
+23.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.7% | -16.6% | -17.1% |
| 7D | -28.6% | +6.1% | -34.7% | -29.3% |
| 30D | -37.7% | +9.8% | -47.5% | -38.9% |
| 3M | -16.1% | +2.7% | -18.9% | -16.1% |
| 6M | +13.8% | +12.8% | +1.1% | +7.6% |
| YTD | +88.8% | +28.2% | +60.7% | +73.1% |
| 1Y | +57.8% | +34.1% | +23.6% | +36.7% |
| All | +57.8% | +34.3% | +23.5% | +36.7% |
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