+180.1%
AMD vs AS
+120.4%
+59.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.4% |
| 7D | +2.6% | -4.9% | +7.5% | +4.5% |
| 30D | -0.9% | -19.6% | +18.7% | +7.0% |
| 3M | -8.7% | -14.4% | +5.7% | -4.3% |
| 6M | +136.3% | -20.1% | +156.5% | +154.0% |
| YTD | +123.0% | -20.9% | +143.9% | +139.0% |
| 1Y | +195.2% | -21.9% | +217.0% | +216.1% |
| All | +180.1% | +120.4% | +59.8% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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