+108.5%
AMD vs BN
-6.6%
+115.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.8% | +9.4% | +11.1% |
| 7D | +8.9% | +3.6% | +5.3% | +7.4% |
| 30D | -16.4% | +15.9% | -32.2% | -22.6% |
| 3M | +5.2% | -2.3% | +7.6% | +7.2% |
| 6M | +11.7% | -8.4% | +20.1% | +18.7% |
| YTD | +137.5% | -5.9% | +143.4% | +140.6% |
| All | +108.5% | -6.6% | +115.1% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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