+268.3%
AMD vs BBWI
-67.3%
+335.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.4% | +13.4% | +14.3% |
| 7D | +6.5% | -4.2% | +10.7% | +8.3% |
| 30D | -15.3% | +24.9% | -40.1% | -21.8% |
| 3M | +9.7% | +13.2% | -3.5% | +3.4% |
| 6M | +13.2% | +12.1% | +1.1% | +5.5% |
| YTD | +140.6% | +11.1% | +129.5% | +120.0% |
| 1Y | +111.2% | +0.7% | +110.5% | +97.7% |
| 3Y | +334.4% | -23.8% | +358.2% | +313.0% |
| 5Y | +268.3% | -66.9% | +335.3% | +492.1% |
| All | +268.3% | -67.3% | +335.6% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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