+9,703.6%
AMD vs B
+714.7%
+8,989.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.5% | -17.8% | -17.3% |
| 7D | -28.6% | +4.3% | -32.9% | -29.0% |
| 30D | -37.7% | -0.9% | -36.8% | -37.7% |
| 3M | -16.1% | -1.4% | -14.8% | -16.1% |
| 6M | +13.8% | +5.0% | +8.8% | +13.3% |
| YTD | +88.8% | -5.8% | +94.7% | +89.8% |
| 1Y | +57.8% | +25.6% | +32.2% | +54.5% |
| 3Y | +260.3% | +161.6% | +98.7% | +228.0% |
| 5Y | +196.6% | +135.2% | +61.4% | +170.5% |
| 10Y | +6,064.6% | +170.7% | +5,893.9% | +5,414.3% |
| All | +9,703.6% | +714.7% | +8,989.0% | +9,625.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling