+401.2%
AMD vs A
+63.6%
+337.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.1% | +6.9% |
| 7D | +44.7% | +0.7% | +44.0% | +44.4% |
| 30D | -3.3% | +0.8% | -4.2% | -2.9% |
| 3M | +21.2% | +16.9% | +4.3% | +14.6% |
| 6M | +30.6% | +53.8% | -23.2% | +9.3% |
| YTD | +173.3% | +28.1% | +145.2% | +145.4% |
| 1Y | +126.1% | +15.0% | +111.0% | +113.0% |
| All | +401.2% | +63.6% | +337.5% | +346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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