+301.8%
AMD vs AR
+19.9%
+281.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.9% | +11.2% |
| 7D | -11.0% | -14.3% | +3.2% | -7.8% |
| 30D | -30.5% | +1.4% | -31.9% | -30.8% |
| 3M | -8.2% | +3.4% | -11.6% | -9.6% |
| 6M | +6.6% | -2.1% | +8.6% | +5.9% |
| YTD | +109.7% | +4.7% | +105.0% | +99.7% |
| 1Y | +88.9% | +10.6% | +78.3% | +75.6% |
| 3Y | +301.8% | +24.6% | +277.2% | +268.9% |
| All | +301.8% | +19.9% | +281.9% | +268.9% |
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