+3,001.1%
AMD vs CRM
+6,932.4%
-3,931.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.6% |
| 7D | +2.6% | +1.3% | +1.3% | +1.9% |
| 30D | -0.9% | +34.3% | -35.3% | -15.5% |
| 3M | -8.7% | +37.7% | -46.4% | -24.9% |
| 6M | +136.3% | +34.9% | +101.4% | +90.7% |
| YTD | +123.0% | -1.6% | +124.6% | +107.1% |
| 1Y | +195.2% | +7.1% | +188.0% | +160.8% |
| 3Y | +336.3% | +19.0% | +317.3% | +257.6% |
| 5Y | +334.5% | -1.3% | +335.7% | +290.0% |
| 10Y | +6,259.1% | +251.2% | +6,008.0% | +3,172.3% |
| All | +3,001.1% | +6,932.4% | -3,931.3% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling