+109.4%
AAPL vs AMD
+334.3%
-225.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.2% | -3.5% |
| 7D | +0.1% | +2.6% | -2.5% | -0.5% |
| 30D | +3.0% | -0.9% | +3.9% | +2.9% |
| 3M | +2.9% | -8.7% | +11.6% | +2.8% |
| 6M | +22.1% | +136.3% | -114.2% | -4.8% |
| YTD | +18.0% | +123.0% | -105.0% | -7.9% |
| 1Y | +33.9% | +195.2% | -161.2% | -5.7% |
| 3Y | +71.2% | +336.3% | -265.2% | -2.1% |
| All | +109.4% | +334.3% | -225.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMD.
Daily Out/Under-Performance
Portfolio return minus AMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMD 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 AMD 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