+261.9%
AMD vs A
+61.4%
+200.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.0% | -14.2% | -15.9% |
| 7D | -28.6% | -5.2% | -23.4% | -26.6% |
| 30D | -37.7% | +1.4% | -39.2% | -37.7% |
| 3M | -16.1% | +21.9% | -38.0% | -22.1% |
| 6M | +13.8% | +46.7% | -32.8% | -3.1% |
| YTD | +88.8% | +27.2% | +61.6% | +69.9% |
| 1Y | +57.8% | +17.9% | +39.8% | +46.7% |
| All | +261.9% | +61.4% | +200.4% | +209.7% |
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