+95.5%
AMD vs CRL
+85.3%
+10.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +2.3% |
| 7D | -15.5% | -12.8% | -2.7% | -13.5% |
| 30D | -22.6% | +5.0% | -27.6% | -22.6% |
| 3M | -5.7% | +39.4% | -45.1% | -9.1% |
| 6M | +43.1% | +89.4% | -46.2% | +28.9% |
| YTD | +128.2% | +63.6% | +64.7% | +108.5% |
| 1Y | +95.5% | +83.5% | +12.0% | +82.6% |
| All | +95.5% | +85.3% | +10.1% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling