+301.8%
AMD vs BG
+1.9%
+299.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.5% | +10.9% |
| 7D | -11.0% | +2.5% | -13.6% | -11.5% |
| 30D | -30.5% | -6.1% | -24.4% | -29.6% |
| 3M | -8.2% | -8.5% | +0.3% | -7.0% |
| 6M | +6.6% | -20.4% | +27.0% | +11.8% |
| YTD | +109.7% | +13.3% | +96.4% | +96.8% |
| 1Y | +88.9% | +7.3% | +81.7% | +79.9% |
| 3Y | +301.8% | +2.6% | +299.3% | +268.2% |
| All | +301.8% | +1.9% | +299.9% | +268.2% |
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