+88.9%
AMD vs CP
+32.2%
+56.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.2% |
| 7D | -11.0% | +2.8% | -13.8% | -11.3% |
| 30D | -30.5% | +10.2% | -40.7% | -31.8% |
| 3M | -8.2% | +2.4% | -10.6% | -8.3% |
| 6M | +6.6% | +7.7% | -1.1% | +2.8% |
| YTD | +109.7% | +26.0% | +83.7% | +96.3% |
| 1Y | +88.9% | +34.6% | +54.3% | +66.9% |
| All | +88.9% | +32.2% | +56.7% | +66.9% |
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