+337.5%
AMD vs BG
+76.3%
+261.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.0% |
| 7D | +2.6% | +2.8% | -0.2% | +1.6% |
| 30D | -0.9% | +12.0% | -13.0% | -4.4% |
| 3M | -8.7% | -7.7% | -1.0% | -6.8% |
| 6M | +136.3% | +4.5% | +131.8% | +130.2% |
| YTD | +123.0% | +35.7% | +87.3% | +99.2% |
| 1Y | +195.2% | +50.1% | +145.1% | +153.1% |
| 3Y | +336.3% | +12.6% | +323.7% | +299.8% |
| All | +337.5% | +76.3% | +261.2% | +226.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling