+301.8%
AMD vs CRS
+321.3%
-19.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.1% |
| 7D | -11.0% | -1.7% | -9.4% | -10.3% |
| 30D | -30.5% | -28.8% | -1.7% | -21.5% |
| 3M | -8.2% | -50.0% | +41.8% | +17.8% |
| 6M | +6.6% | -39.2% | +45.8% | +28.5% |
| YTD | +109.7% | -11.4% | +121.1% | +121.9% |
| 1Y | +88.9% | -11.7% | +100.6% | +100.2% |
| 3Y | +301.8% | +319.6% | -17.8% | +277.3% |
| All | +301.8% | +321.3% | -19.5% | +277.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling