+278.7%
AMD vs BE
+528.7%
-250.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +13.0% | -5.7% | +4.1% |
| 7D | +13.1% | +4.5% | +8.6% | +12.4% |
| 30D | -7.0% | -20.1% | +13.2% | -1.6% |
| 3M | +16.6% | -0.8% | +17.4% | +16.3% |
| 6M | +20.5% | -26.2% | +46.7% | +26.1% |
| YTD | +158.2% | +141.1% | +17.1% | +103.8% |
| 1Y | +132.8% | +64.8% | +67.9% | +95.7% |
| 3Y | +366.2% | +1,887.4% | -1,521.2% | +82.2% |
| 5Y | +278.7% | +518.1% | -239.4% | +118.4% |
| All | +278.7% | +528.7% | -250.0% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling