+5,499.0%
AMD vs CPAY
+1,720.6%
+3,778.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.8% | +9.2% | +10.1% |
| 7D | -11.0% | +13.5% | -24.6% | -17.6% |
| 30D | -30.5% | +13.1% | -43.6% | -35.6% |
| 3M | -8.2% | +14.3% | -22.5% | -15.9% |
| 6M | +6.6% | +49.0% | -42.5% | -16.5% |
| YTD | +109.7% | +51.3% | +58.4% | +58.8% |
| 1Y | +88.9% | +63.7% | +25.2% | +36.2% |
| 3Y | +301.8% | +95.0% | +206.8% | +156.7% |
| 5Y | +229.4% | +86.0% | +143.4% | +116.5% |
| 10Y | +6,745.1% | +203.3% | +6,541.8% | +3,113.3% |
| All | +5,499.0% | +1,720.6% | +3,778.4% | +1,051.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 all: compounded portfolio wealth divided by compounded CPAY 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…
all analysis · Full analysis span regression · 6 months rolling