+199.0%
AMD vs CPB
-31.3%
+230.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.3% | +12.3% | +10.6% |
| 7D | -11.0% | +8.0% | -19.0% | -8.3% |
| 30D | -30.5% | +22.4% | -52.9% | -24.5% |
| 3M | -8.2% | +2.5% | -10.8% | -5.6% |
| 6M | +6.6% | +12.2% | -5.7% | +13.7% |
| YTD | +109.7% | -12.8% | +122.5% | +111.6% |
| 1Y | +88.9% | -19.2% | +108.1% | +87.7% |
| 3Y | +301.8% | -35.6% | +337.4% | +284.5% |
| All | +199.0% | -31.3% | +230.4% | +217.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling