+132.8%
AMD vs BAX
+48.0%
+84.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.3% |
| 7D | +13.1% | -0.6% | +13.7% | +13.1% |
| 30D | -7.0% | +6.3% | -13.3% | -6.7% |
| 3M | +16.6% | -4.6% | +21.1% | +17.1% |
| 6M | +20.5% | +50.4% | -29.9% | +20.1% |
| YTD | +158.2% | +38.0% | +120.1% | +158.4% |
| 1Y | +132.8% | +44.6% | +88.2% | +128.9% |
| All | +132.8% | +48.0% | +84.8% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling