+196.6%
AMD vs CRL
-16.7%
+213.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.1% | -13.2% | -15.6% |
| 7D | -28.6% | -16.8% | -11.8% | -22.8% |
| 30D | -37.7% | +2.6% | -40.4% | -38.1% |
| 3M | -16.1% | +20.1% | -36.2% | -22.2% |
| 6M | +13.8% | +68.8% | -55.0% | -10.4% |
| YTD | +88.8% | +56.9% | +31.9% | +51.2% |
| 1Y | +57.8% | +86.7% | -28.9% | +16.0% |
| 3Y | +260.3% | +72.1% | +188.2% | +147.3% |
| 5Y | +196.6% | -16.6% | +213.2% | +235.7% |
| All | +196.6% | -16.7% | +213.3% | +235.7% |
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