+126.1%
AMD vs BG
+6.6%
+119.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +5.9% |
| 7D | +44.7% | +1.5% | +43.3% | +44.7% |
| 30D | -3.3% | -7.0% | +3.7% | -3.3% |
| 3M | +21.2% | -10.0% | +31.2% | +21.1% |
| 6M | +30.6% | -19.8% | +50.4% | +32.3% |
| YTD | +173.3% | +14.3% | +159.0% | +174.6% |
| 1Y | +126.1% | +6.5% | +119.6% | +118.4% |
| All | +126.1% | +6.6% | +119.4% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling