+11,477.5%
AMD vs CRS
+10,171.0%
+1,306.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | -8.7% | -3.5% | -5.3% | -7.1% |
| 6M | +136.3% | +15.4% | +120.9% | +122.3% |
| YTD | +123.0% | +51.2% | +71.8% | +86.9% |
| 1Y | +195.2% | +98.3% | +96.9% | +118.9% |
| 3Y | +336.3% | +651.5% | -315.2% | +78.9% |
| 5Y | +334.5% | +1,411.1% | -1,076.6% | +26.6% |
| 10Y | +6,259.1% | +1,424.3% | +4,834.8% | +1,396.6% |
| All | +11,477.5% | +10,171.0% | +1,306.4% | +1,098.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling