+348.0%
AMD vs BG
+16.9%
+331.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.0% |
| 7D | +2.6% | +2.8% | -0.2% | +1.9% |
| 30D | -0.9% | +12.0% | -13.0% | -3.6% |
| 3M | -8.7% | -7.7% | -1.0% | -7.0% |
| 6M | +136.3% | +4.5% | +131.8% | +131.2% |
| YTD | +123.0% | +35.7% | +87.3% | +103.2% |
| 1Y | +195.2% | +50.1% | +145.1% | +159.7% |
| All | +348.0% | +16.9% | +331.2% | +294.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling