+264.6%
AMD vs CRL
-12.1%
+276.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -7.9% | -8.4% |
| 7D | +18.9% | +0.1% | +18.8% | +19.0% |
| 30D | -6.4% | +11.9% | -18.4% | -10.0% |
| 3M | +10.6% | +20.2% | -9.6% | +2.8% |
| 6M | +19.9% | +107.5% | -87.7% | -13.1% |
| YTD | +149.4% | +69.4% | +79.9% | +93.7% |
| 1Y | +115.4% | +99.7% | +15.6% | +54.5% |
| 3Y | +357.3% | +98.8% | +258.5% | +191.8% |
| All | +264.6% | -12.1% | +276.7% | +321.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling