-7.9%
AMD vs BE
+12.2%
-20.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.4% | -2.7% | +3.2% |
| 7D | +2.6% | +20.0% | -17.4% | -0.7% |
| 30D | -0.9% | +7.9% | -8.8% | -2.6% |
| All | -7.9% | +12.2% | -20.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 1mo: compounded portfolio wealth divided by compounded BE 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…
1mo analysis · Full analysis span regression · Available span rolling