-8.7%
AMD vs BE
-9.3%
+0.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.4% | -2.7% | +1.7% |
| 7D | +2.6% | +20.0% | -17.4% | -5.1% |
| 30D | -0.9% | +7.9% | -8.8% | -4.7% |
| 3M | -8.7% | -13.2% | +4.5% | -7.0% |
| All | -8.7% | -9.3% | +0.6% | -7.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling