+337.5%
AMD vs BA
-1.7%
+339.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.2% |
| 7D | +2.6% | +1.2% | +1.4% | +1.9% |
| 30D | -0.9% | -11.6% | +10.7% | +6.1% |
| 3M | -8.7% | -2.4% | -6.3% | -7.9% |
| 6M | +136.3% | -6.6% | +143.0% | +143.0% |
| YTD | +123.0% | -2.2% | +125.2% | +123.3% |
| 1Y | +195.2% | -8.0% | +203.2% | +204.8% |
| 3Y | +336.3% | -5.0% | +341.3% | +319.0% |
| All | +337.5% | -1.7% | +339.2% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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