+357.3%
AMD vs CRL
+97.9%
+259.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -7.9% | -8.5% |
| 7D | +18.9% | +0.1% | +18.8% | +19.0% |
| 30D | -6.4% | +11.9% | -18.4% | -8.8% |
| 3M | +10.6% | +20.2% | -9.6% | +5.3% |
| 6M | +19.9% | +107.5% | -87.7% | -4.2% |
| YTD | +149.4% | +69.4% | +79.9% | +109.5% |
| 1Y | +115.4% | +99.7% | +15.6% | +71.0% |
| 3Y | +357.3% | +98.8% | +258.5% | +260.4% |
| All | +357.3% | +97.9% | +259.4% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling