+261.9%
AMD vs AR
+20.9%
+240.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.5% | -16.6% |
| 7D | -28.6% | -11.7% | -16.9% | -26.5% |
| 30D | -37.7% | +1.8% | -39.6% | -38.1% |
| 3M | -16.1% | +6.0% | -22.1% | -17.8% |
| 6M | +13.8% | -7.0% | +20.9% | +14.6% |
| YTD | +88.8% | +5.6% | +83.3% | +79.5% |
| 1Y | +57.8% | +10.8% | +47.0% | +46.7% |
| All | +261.9% | +20.9% | +240.9% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling