+295.7%
AMD vs CPB
-34.2%
+329.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.3% | +12.3% | +10.5% |
| 7D | -11.0% | +8.0% | -19.0% | -7.7% |
| 30D | -30.5% | +22.4% | -52.9% | -23.3% |
| 3M | -8.2% | +3.8% | -12.1% | -4.6% |
| 6M | +6.6% | +13.7% | -7.1% | +15.7% |
| YTD | +109.7% | -11.7% | +121.4% | +113.3% |
| 1Y | +88.9% | -18.1% | +107.0% | +88.8% |
| All | +295.7% | -34.2% | +329.9% | +279.1% |
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