+88.9%
AMD vs AA
+10.6%
+78.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.9% | +8.1% | +9.6% |
| 7D | -11.0% | +0.9% | -11.9% | -11.0% |
| 30D | -30.5% | -6.7% | -23.8% | -27.8% |
| 3M | -8.2% | -16.3% | +8.1% | -1.1% |
| 6M | +6.6% | -37.1% | +43.7% | +29.8% |
| YTD | +109.7% | -25.0% | +134.7% | +119.2% |
| 1Y | +88.9% | +8.6% | +80.3% | +46.8% |
| All | +88.9% | +10.6% | +78.3% | +46.8% |
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