+558.2%
AMD vs CRBG
+114.2%
+444.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -3.8% |
| 7D | +10.4% | -1.6% | +12.0% | +11.1% |
| 30D | +6.2% | +2.4% | +3.8% | +4.9% |
| 3M | +11.3% | +26.8% | -15.5% | -0.4% |
| 6M | +147.8% | +41.5% | +106.3% | +108.7% |
| YTD | +135.2% | +15.5% | +119.7% | +116.0% |
| 1Y | +215.7% | +6.6% | +209.1% | +199.3% |
| 3Y | +374.7% | +121.6% | +253.1% | +230.5% |
| All | +558.2% | +114.2% | +444.0% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling