+988.5%
AMD vs CRL
+1,379.5%
-391.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.3% | +5.4% |
| 7D | +2.6% | -1.0% | +3.6% | +2.9% |
| 30D | -0.9% | +10.7% | -11.6% | -5.4% |
| 3M | -8.7% | +55.3% | -64.0% | -25.5% |
| 6M | +136.3% | +60.7% | +75.7% | +86.9% |
| YTD | +123.0% | +44.6% | +78.4% | +83.4% |
| 1Y | +195.2% | +77.7% | +117.4% | +118.4% |
| 3Y | +336.3% | +37.6% | +298.7% | +237.8% |
| 5Y | +334.5% | -35.8% | +370.3% | +359.6% |
| 10Y | +6,259.1% | +241.7% | +6,017.4% | +3,274.3% |
| All | +988.5% | +1,379.5% | -391.0% | +320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling