+6,406.4%
AMD vs CRL
+247.0%
+6,159.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.3% | +5.5% |
| 7D | +2.6% | -1.0% | +3.6% | +3.0% |
| 30D | -0.9% | +10.7% | -11.6% | -6.2% |
| 3M | -8.7% | +55.3% | -64.0% | -28.4% |
| 6M | +136.3% | +60.7% | +75.7% | +78.0% |
| YTD | +123.0% | +44.6% | +78.4% | +76.1% |
| 1Y | +195.2% | +77.7% | +117.4% | +104.0% |
| 3Y | +336.3% | +37.6% | +298.7% | +215.8% |
| 5Y | +334.5% | -35.8% | +370.3% | +396.9% |
| All | +6,406.4% | +247.0% | +6,159.4% | +2,195.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling