+43.1%
AMD vs CP
+10.4%
+32.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +1.7% |
| 7D | -15.5% | +5.6% | -21.1% | -14.5% |
| 30D | -22.6% | +10.0% | -32.7% | -21.6% |
| 3M | -5.7% | +4.4% | -10.1% | -3.7% |
| 6M | +43.1% | +14.1% | +29.0% | +24.8% |
| All | +43.1% | +10.4% | +32.8% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling