+261.9%
AMD vs CPB
-35.1%
+297.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.7% | -18.0% | -16.9% |
| 7D | -28.6% | +11.6% | -40.2% | -24.8% |
| 30D | -37.7% | +23.3% | -61.0% | -31.1% |
| 3M | -16.1% | +1.6% | -17.8% | -13.5% |
| 6M | +13.8% | +13.9% | -0.1% | +23.6% |
| YTD | +88.8% | -11.7% | +100.5% | +92.1% |
| 1Y | +57.8% | -18.2% | +76.0% | +57.6% |
| All | +261.9% | -35.1% | +297.0% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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