+301.8%
AMD vs CRL
+86.4%
+215.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.8% | +3.2% | +8.6% |
| 7D | -11.0% | -6.1% | -5.0% | -9.2% |
| 30D | -30.5% | +12.4% | -42.9% | -32.4% |
| 3M | -8.2% | +27.1% | -35.3% | -14.1% |
| 6M | +6.6% | +85.7% | -79.2% | -12.1% |
| YTD | +109.7% | +69.2% | +40.5% | +76.0% |
| 1Y | +88.9% | +97.5% | -8.6% | +50.3% |
| 3Y | +301.8% | +86.1% | +215.7% | +217.8% |
| All | +301.8% | +86.4% | +215.4% | +217.8% |
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