+13.8%
AMD vs BA
-22.7%
+36.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.5% | -14.7% | -16.3% |
| 7D | -28.6% | -0.1% | -28.5% | -28.4% |
| 30D | -37.7% | -9.1% | -28.6% | -35.4% |
| 3M | -16.1% | -28.2% | +12.1% | -0.3% |
| 6M | +13.8% | -23.1% | +37.0% | +32.9% |
| All | +13.8% | -22.7% | +36.5% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling