+196.6%
AMD vs B
+143.5%
+53.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.5% | -17.8% | -17.4% |
| 7D | -28.6% | +4.3% | -32.9% | -29.6% |
| 30D | -37.7% | -0.9% | -36.8% | -37.6% |
| 3M | -16.1% | -1.4% | -14.8% | -16.3% |
| 6M | +13.8% | +5.0% | +8.8% | +11.7% |
| YTD | +88.8% | -5.8% | +94.7% | +90.2% |
| 1Y | +57.8% | +25.6% | +32.2% | +48.8% |
| 3Y | +260.3% | +161.6% | +98.7% | +185.9% |
| 5Y | +196.6% | +135.2% | +61.4% | +138.7% |
| All | +196.6% | +143.5% | +53.1% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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