+2,945.4%
AMD vs BE
+971.7%
+1,973.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +2.2% |
| 7D | -15.5% | -12.1% | -3.4% | -13.4% |
| 30D | -22.6% | -30.1% | +7.5% | -17.5% |
| 3M | -5.7% | -12.1% | +6.4% | -4.1% |
| 6M | +43.1% | -30.6% | +73.7% | +49.5% |
| YTD | +128.2% | +130.6% | -2.4% | +92.0% |
| 1Y | +95.5% | +55.3% | +40.2% | +73.2% |
| 3Y | +335.4% | +1,755.6% | -1,420.1% | +130.6% |
| 5Y | +255.5% | +564.5% | -309.0% | +113.2% |
| All | +2,945.4% | +971.7% | +1,973.7% | +1,316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling