+199.0%
AMD vs BE
+435.2%
-236.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.4% | +7.6% | +10.2% |
| 7D | -11.0% | -14.7% | +3.7% | -7.2% |
| 30D | -30.5% | -40.5% | +10.1% | -21.1% |
| 3M | -8.2% | -24.3% | +16.1% | -2.3% |
| 6M | +6.6% | -39.3% | +45.9% | +16.9% |
| YTD | +109.7% | +99.4% | +10.3% | +73.2% |
| 1Y | +88.9% | +26.6% | +62.3% | +68.8% |
| 3Y | +301.8% | +1,616.9% | -1,315.1% | +60.5% |
| All | +199.0% | +435.2% | -236.1% | +89.4% |
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