+111.2%
AMD vs BG
+6.5%
+104.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.3% | +14.4% | +14.7% |
| 7D | +6.5% | +5.0% | +1.5% | +6.5% |
| 30D | -15.3% | -3.2% | -12.1% | -15.3% |
| 3M | +9.7% | -11.2% | +20.9% | +9.6% |
| 6M | +13.2% | -19.4% | +32.6% | +14.5% |
| YTD | +140.6% | +13.6% | +126.9% | +145.8% |
| 1Y | +111.2% | +7.3% | +103.9% | +108.0% |
| All | +111.2% | +6.5% | +104.6% | +108.0% |
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