+195.2%
AMD vs AR
+22.7%
+172.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.7% |
| 7D | +2.6% | +2.5% | +0.1% | +2.6% |
| 30D | -0.9% | +14.8% | -15.7% | -1.0% |
| 3M | -8.7% | +6.2% | -14.9% | -8.3% |
| 6M | +136.3% | +4.3% | +132.1% | +134.6% |
| YTD | +123.0% | +14.4% | +108.6% | +112.9% |
| 1Y | +195.2% | +21.3% | +173.8% | +182.8% |
| All | +195.2% | +22.7% | +172.5% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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