+43.1%
AMD vs B
+4.9%
+38.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | -4.1% |
| 7D | -15.5% | +1.1% | -16.6% | -16.0% |
| 30D | -22.6% | +0.3% | -23.0% | -22.7% |
| 3M | -5.7% | +5.4% | -11.2% | -13.3% |
| 6M | +43.1% | +5.5% | +37.6% | +30.2% |
| All | +43.1% | +4.9% | +38.2% | +30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling