+331.1%
AMD vs CRL
+38.0%
+293.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.3% | +5.2% |
| 7D | +2.6% | -1.0% | +3.6% | +2.8% |
| 30D | -0.9% | +10.7% | -11.6% | -4.0% |
| 3M | -8.7% | +55.3% | -64.0% | -20.9% |
| 6M | +136.3% | +60.7% | +75.7% | +100.0% |
| YTD | +123.0% | +44.6% | +78.4% | +94.6% |
| 1Y | +195.2% | +77.7% | +117.4% | +137.4% |
| All | +331.1% | +38.0% | +293.1% | +258.4% |
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