+195.2%
AMD vs CRS
+102.1%
+93.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | -0.9% | -16.6% | +15.7% | +6.6% |
| 3M | -8.7% | -3.5% | -5.3% | -5.6% |
| 6M | +136.3% | +15.4% | +120.9% | +128.9% |
| YTD | +123.0% | +51.2% | +71.8% | +101.0% |
| 1Y | +195.2% | +98.3% | +96.9% | +164.5% |
| All | +195.2% | +102.1% | +93.1% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling