+8,378.1%
AMD vs CRM
+235.1%
+8,143.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | +10.4% | -8.1% | +18.5% | +15.3% |
| 30D | +6.2% | +23.1% | -16.9% | -8.4% |
| 3M | +11.3% | +42.5% | -31.2% | -15.0% |
| 6M | +147.8% | +25.3% | +122.5% | +97.4% |
| YTD | +135.2% | -7.8% | +143.0% | +125.3% |
| 1Y | +215.7% | +1.0% | +214.6% | +181.1% |
| 3Y | +374.7% | +10.0% | +364.7% | +273.6% |
| 5Y | +378.7% | -3.9% | +382.6% | +306.3% |
| All | +8,378.1% | +235.1% | +8,143.1% | +2,451.1% |
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