+126.1%
AMD vs AA
+6.8%
+119.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.6% |
| 7D | +44.7% | +5.3% | +39.4% | +41.5% |
| 30D | -3.3% | -2.3% | -1.1% | -1.8% |
| 3M | +21.2% | -20.8% | +42.0% | +34.1% |
| 6M | +30.6% | -39.8% | +70.4% | +60.3% |
| YTD | +173.3% | -23.3% | +196.6% | +186.0% |
| 1Y | +126.1% | +1.8% | +124.2% | +99.2% |
| All | +126.1% | +6.8% | +119.3% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling