+373.4%
AMD vs CRM
+4.5%
+368.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +7.1% |
| 7D | +13.1% | -4.0% | +17.1% | +13.7% |
| 30D | -7.0% | -6.8% | -0.2% | -6.3% |
| 3M | +16.6% | +10.6% | +6.0% | +13.4% |
| 6M | +20.5% | +23.4% | -2.9% | +13.1% |
| YTD | +158.2% | -17.1% | +175.3% | +180.5% |
| 1Y | +132.8% | -10.1% | +142.9% | +142.2% |
| All | +373.4% | +4.5% | +368.9% | +407.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling