+264.6%
AMD vs BAX
-64.2%
+328.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.0% | -8.8% |
| 7D | +18.9% | +0.1% | +18.9% | +18.9% |
| 30D | -6.4% | +4.1% | -10.5% | -7.1% |
| 3M | +10.6% | -4.5% | +15.1% | +11.4% |
| 6M | +19.9% | +49.2% | -29.4% | +9.3% |
| YTD | +149.4% | +35.2% | +114.1% | +128.4% |
| 1Y | +115.4% | +38.3% | +77.1% | +95.8% |
| 3Y | +357.3% | -19.0% | +376.3% | +363.2% |
| All | +264.6% | -64.2% | +328.8% | +461.0% |
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