+108.5%
AMD vs BE
+36.6%
+71.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +11.9% | +1.3% | +9.2% |
| 7D | +8.9% | -1.2% | +10.1% | +9.8% |
| 30D | -16.4% | -30.9% | +14.5% | -6.0% |
| 3M | +5.2% | -11.6% | +16.8% | +8.7% |
| 6M | +11.7% | -25.7% | +37.5% | +18.0% |
| YTD | +137.5% | +123.1% | +14.3% | +85.4% |
| All | +108.5% | +36.6% | +71.9% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling