+376.7%
AMD vs CRM
+13.5%
+363.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.9% | +9.8% | +6.5% |
| 7D | +10.0% | -3.5% | +13.5% | +10.5% |
| 30D | +4.6% | +29.3% | -24.6% | -0.7% |
| 3M | +3.1% | +36.8% | -33.7% | -3.7% |
| 6M | +162.8% | +23.9% | +138.9% | +150.5% |
| YTD | +136.2% | -5.5% | +141.6% | +152.5% |
| 1Y | +234.0% | -0.4% | +234.4% | +245.5% |
| 3Y | +376.7% | +12.8% | +364.0% | +347.7% |
| All | +376.7% | +13.5% | +363.2% | +347.7% |
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