+7,765.4%
AMD vs CRM
+196.4%
+7,569.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.8% |
| 7D | +18.9% | +2.0% | +17.0% | +17.8% |
| 30D | -6.4% | -7.7% | +1.2% | -2.7% |
| 3M | +10.6% | +8.4% | +2.2% | +1.3% |
| 6M | +19.9% | +31.9% | -12.0% | -7.5% |
| YTD | +149.4% | -17.2% | +166.6% | +150.6% |
| 1Y | +115.4% | -8.6% | +124.0% | +101.0% |
| 3Y | +357.3% | +3.1% | +354.2% | +264.2% |
| 5Y | +261.1% | -27.6% | +288.7% | +263.9% |
| All | +7,765.4% | +196.4% | +7,569.0% | +2,211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling