+278.7%
AMD vs CRM
-26.3%
+305.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +6.5% |
| 7D | +13.1% | -4.0% | +17.1% | +15.0% |
| 30D | -7.0% | -6.8% | -0.2% | -4.5% |
| 3M | +16.6% | +10.6% | +6.0% | +7.8% |
| 6M | +20.5% | +23.4% | -2.9% | +1.4% |
| YTD | +158.2% | -17.1% | +175.3% | +168.2% |
| 1Y | +132.8% | -10.1% | +142.9% | +127.8% |
| 3Y | +366.2% | +4.0% | +362.2% | +275.8% |
| 5Y | +278.7% | -26.7% | +305.3% | +284.1% |
| All | +278.7% | -26.3% | +305.0% | +284.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling