+255.5%
AMD vs CSGP
-61.6%
+317.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.1% |
| 7D | -15.5% | +18.3% | -33.8% | -19.2% |
| 30D | -22.6% | +17.8% | -40.4% | -27.3% |
| 3M | -5.7% | +9.3% | -15.0% | -10.6% |
| 6M | +43.1% | -7.9% | +51.0% | +41.0% |
| YTD | +128.2% | -51.5% | +179.8% | +203.2% |
| 1Y | +95.5% | -53.3% | +148.8% | +164.5% |
| 3Y | +335.4% | -57.9% | +393.3% | +485.3% |
| 5Y | +255.5% | -61.3% | +316.8% | +443.4% |
| All | +255.5% | -61.6% | +317.0% | +443.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 5y: compounded portfolio wealth divided by compounded CSGP 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…
5y analysis · Full analysis span regression · 6 months rolling