+348.0%
AMD vs BAX
-31.1%
+379.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.5% |
| 7D | +2.6% | -1.1% | +3.7% | +2.8% |
| 30D | -0.9% | -5.5% | +4.5% | -0.1% |
| 3M | -8.7% | +33.5% | -42.3% | -13.3% |
| 6M | +136.3% | +35.9% | +100.5% | +122.5% |
| YTD | +123.0% | +35.4% | +87.6% | +107.7% |
| 1Y | +195.2% | +9.8% | +185.4% | +186.4% |
| All | +348.0% | -31.1% | +379.2% | +394.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling