+11,749.2%
AMD vs B
+710.4%
+11,038.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | +0.1% |
| 7D | -15.5% | +1.1% | -16.6% | -15.6% |
| 30D | -22.6% | +0.3% | -23.0% | -22.7% |
| 3M | -5.7% | +5.4% | -11.2% | -6.5% |
| 6M | +43.1% | +5.5% | +37.6% | +42.4% |
| YTD | +128.2% | -6.3% | +134.6% | +129.6% |
| 1Y | +95.5% | +29.4% | +66.1% | +90.9% |
| 3Y | +335.4% | +160.3% | +175.2% | +296.7% |
| 5Y | +255.5% | +144.6% | +110.9% | +223.2% |
| 10Y | +7,350.9% | +169.3% | +7,181.6% | +6,569.5% |
| All | +11,749.2% | +710.4% | +11,038.8% | +11,663.1% |
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