+337.5%
AMD vs A
-12.8%
+350.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.3% |
| 7D | +2.6% | -1.9% | +4.5% | +3.8% |
| 30D | -0.9% | +6.9% | -7.8% | -5.1% |
| 3M | -8.7% | +9.2% | -18.0% | -14.1% |
| 6M | +136.3% | +25.7% | +110.7% | +101.3% |
| YTD | +123.0% | +11.5% | +111.5% | +103.8% |
| 1Y | +195.2% | +18.4% | +176.8% | +156.2% |
| 3Y | +336.3% | +26.6% | +309.7% | +236.0% |
| All | +337.5% | -12.8% | +350.3% | +335.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling