+9,703.6%
AMD vs BAX
+893.5%
+8,810.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.1% | -16.3% |
| 7D | -28.6% | +9.1% | -37.8% | -30.5% |
| 30D | -37.7% | +5.3% | -43.0% | -38.9% |
| 3M | -16.1% | -6.1% | -10.0% | -15.0% |
| 6M | +13.8% | +53.3% | -39.4% | -2.2% |
| YTD | +88.8% | +34.4% | +54.4% | +66.0% |
| 1Y | +57.8% | +43.2% | +14.6% | +35.4% |
| 3Y | +260.3% | -20.1% | +280.4% | +261.0% |
| 5Y | +196.6% | -63.7% | +260.4% | +280.8% |
| 10Y | +6,064.6% | -36.3% | +6,101.0% | +6,560.1% |
| All | +9,703.6% | +893.5% | +8,810.2% | +3,870.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling