+16.6%
AMD vs CRM
+10.9%
+5.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +7.8% |
| 7D | +13.1% | -4.0% | +17.1% | +12.1% |
| 30D | -7.0% | -6.8% | -0.2% | -8.3% |
| 3M | +16.6% | +10.6% | +6.0% | +19.8% |
| All | +16.6% | +10.9% | +5.7% | +19.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling