+234.0%
AMD vs CRS
+85.3%
+148.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.5% | +9.4% | +7.4% |
| 7D | +10.0% | -3.1% | +13.1% | +11.3% |
| 30D | +4.6% | -19.6% | +24.2% | +14.5% |
| 3M | +3.1% | -8.1% | +11.2% | +8.5% |
| 6M | +162.8% | +18.6% | +144.3% | +152.8% |
| YTD | +136.2% | +45.9% | +90.3% | +114.3% |
| 1Y | +234.0% | +82.5% | +151.5% | +197.2% |
| All | +234.0% | +85.3% | +148.7% | +197.2% |
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