+7,565.7%
AMD vs CRS
+1,357.6%
+6,208.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | -0.9% | -16.6% | +15.7% | +5.5% |
| 3M | -8.7% | -3.5% | -5.3% | -7.2% |
| 6M | +136.3% | +15.4% | +120.9% | +124.9% |
| YTD | +123.0% | +51.2% | +71.8% | +92.7% |
| 1Y | +195.2% | +98.3% | +96.9% | +130.5% |
| 3Y | +336.3% | +651.5% | -315.2% | +111.4% |
| 5Y | +334.5% | +1,411.1% | -1,076.6% | +59.2% |
| All | +7,565.7% | +1,357.6% | +6,208.1% | +2,540.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling