+2,172.5%
AMD vs BG
+928.0%
+1,244.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.5% | +10.8% |
| 7D | -11.0% | +2.5% | -13.6% | -12.0% |
| 30D | -30.5% | -6.1% | -24.4% | -29.0% |
| 3M | -8.2% | -8.5% | +0.3% | -5.8% |
| 6M | +6.6% | -20.4% | +27.0% | +14.8% |
| YTD | +109.7% | +13.3% | +96.4% | +95.0% |
| 1Y | +88.9% | +7.3% | +81.7% | +79.1% |
| 3Y | +301.8% | +2.6% | +299.3% | +277.6% |
| 5Y | +229.4% | +22.0% | +207.4% | +180.7% |
| 10Y | +6,745.1% | +91.8% | +6,653.4% | +4,311.3% |
| All | +2,172.5% | +928.0% | +1,244.4% | +759.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling