+373.4%
AMD vs CP
+35.8%
+337.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +13.1% | -0.7% | +13.8% | +13.6% |
| 30D | -7.0% | +9.6% | -16.6% | -12.1% |
| 3M | +16.6% | +2.2% | +14.3% | +14.6% |
| 6M | +20.5% | +11.1% | +9.4% | +10.7% |
| YTD | +158.2% | +28.2% | +130.0% | +114.0% |
| 1Y | +132.8% | +32.2% | +100.6% | +88.6% |
| All | +373.4% | +35.8% | +337.6% | +314.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling