+268.3%
AMD vs BAX
-62.5%
+330.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.4% | +12.3% | +14.2% |
| 7D | +6.5% | +3.6% | +2.8% | +5.9% |
| 30D | -15.3% | +8.5% | -23.8% | -16.6% |
| 3M | +9.7% | -4.9% | +14.6% | +10.7% |
| 6M | +13.2% | +47.0% | -33.8% | +3.6% |
| YTD | +140.6% | +38.4% | +102.1% | +119.4% |
| 1Y | +111.2% | +49.1% | +62.0% | +88.6% |
| 3Y | +334.4% | -14.9% | +349.3% | +334.9% |
| 5Y | +268.3% | -63.1% | +331.5% | +466.0% |
| All | +268.3% | -62.5% | +330.9% | +466.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling