+264.6%
AMD vs BE
+490.2%
-225.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.9% | -3.8% | -7.5% |
| 7D | +18.9% | +10.8% | +8.1% | +16.0% |
| 30D | -6.4% | -19.8% | +13.3% | -1.0% |
| 3M | +10.6% | -18.7% | +29.3% | +15.9% |
| 6M | +19.9% | -33.7% | +53.6% | +28.8% |
| YTD | +149.4% | +121.0% | +28.4% | +101.0% |
| 1Y | +115.4% | +85.4% | +30.0% | +77.9% |
| 3Y | +357.3% | +1,709.5% | -1,352.2% | +82.4% |
| All | +264.6% | +490.2% | -225.6% | +117.8% |
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