+13.8%
AMD vs A
+49.4%
-35.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.0% | -14.2% | -15.9% |
| 7D | -28.6% | -5.2% | -23.4% | -26.9% |
| 30D | -37.7% | +1.4% | -39.2% | -37.1% |
| 3M | -16.1% | +21.9% | -38.0% | -18.2% |
| 6M | +13.8% | +46.7% | -32.8% | +7.5% |
| All | +13.8% | +49.4% | -35.5% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling