+264.6%
AMD vs AA
-17.9%
+282.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.8% | -7.0% | -8.1% |
| 7D | +18.9% | +0.5% | +18.4% | +18.9% |
| 30D | -6.4% | -0.6% | -5.8% | -5.6% |
| 3M | +10.6% | -19.7% | +30.2% | +20.3% |
| 6M | +19.9% | -41.6% | +61.5% | +45.8% |
| YTD | +149.4% | -24.6% | +174.0% | +172.6% |
| 1Y | +115.4% | +4.9% | +110.5% | +108.4% |
| 3Y | +357.3% | +66.8% | +290.4% | +256.6% |
| All | +264.6% | -17.9% | +282.5% | +236.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling