+20.5%
AMD vs CRL
+93.6%
-73.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.6% |
| 7D | +13.1% | +5.0% | +8.1% | +11.4% |
| 30D | -7.0% | +13.5% | -20.5% | -7.6% |
| 3M | +16.6% | +21.5% | -5.0% | +15.0% |
| 6M | +20.5% | +103.4% | -82.9% | +5.0% |
| All | +20.5% | +93.6% | -73.1% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling