+574.6%
AMD vs CRBG
+117.3%
+457.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.1% | +1.9% |
| 7D | +8.1% | +0.6% | +7.5% | +7.7% |
| 30D | +6.9% | +2.6% | +4.2% | +5.5% |
| 3M | +5.7% | +24.0% | -18.3% | -4.5% |
| 6M | +152.0% | +50.5% | +101.5% | +106.6% |
| YTD | +141.0% | +17.1% | +123.9% | +120.1% |
| 1Y | +231.6% | +5.9% | +225.7% | +216.0% |
| 3Y | +390.1% | +122.7% | +267.3% | +240.4% |
| All | +574.6% | +117.3% | +457.3% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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