+390.9%
AMD vs CRM
-5.1%
+396.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.9% |
| 7D | +14.0% | -5.0% | +19.0% | +16.2% |
| 30D | +11.0% | +23.6% | -12.6% | -1.3% |
| 3M | +9.6% | +39.6% | -30.0% | -10.6% |
| 6M | +157.1% | +23.4% | +133.7% | +117.6% |
| YTD | +143.3% | -7.4% | +150.7% | +143.0% |
| 1Y | +234.4% | -2.3% | +236.7% | +218.9% |
| 3Y | +391.2% | +10.5% | +380.7% | +297.1% |
| 5Y | +390.9% | -4.7% | +395.6% | +356.2% |
| All | +390.9% | -5.1% | +396.0% | +356.2% |
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