+95.5%
AMD vs CRM
-11.3%
+106.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +1.6% |
| 7D | -15.5% | -6.2% | -9.3% | -17.1% |
| 30D | -22.6% | -1.2% | -21.5% | -22.8% |
| 3M | -5.7% | +19.1% | -24.9% | +0.2% |
| 6M | +43.1% | +23.0% | +20.1% | +58.9% |
| YTD | +128.2% | -13.7% | +141.9% | +150.8% |
| 1Y | +95.5% | -10.0% | +105.5% | +112.0% |
| All | +95.5% | -11.3% | +106.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 1y: compounded portfolio wealth divided by compounded CRM 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…
1y analysis · Full analysis span regression · 6 months rolling