+337.5%
AMD vs CPB
-39.5%
+377.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.4% | +8.1% | +3.6% |
| 7D | +2.6% | -8.6% | +11.2% | -0.3% |
| 30D | -0.9% | -7.2% | +6.3% | -3.1% |
| 3M | -8.7% | +0.9% | -9.6% | -7.5% |
| 6M | +136.3% | -11.8% | +148.1% | +132.1% |
| YTD | +123.0% | -19.4% | +142.4% | +115.6% |
| 1Y | +195.2% | -30.4% | +225.6% | +177.9% |
| 3Y | +336.3% | -40.2% | +376.5% | +301.4% |
| All | +337.5% | -39.5% | +377.0% | +318.8% |
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