+115.4%
AMD vs BN
-11.7%
+127.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.6% | -7.1% | -7.9% |
| 7D | +18.9% | -1.0% | +19.9% | +19.7% |
| 30D | -6.4% | +14.0% | -20.4% | -12.5% |
| 3M | +10.6% | -9.0% | +19.6% | +17.1% |
| 6M | +19.9% | -8.8% | +28.7% | +26.9% |
| YTD | +149.4% | -10.3% | +159.6% | +157.1% |
| 1Y | +115.4% | -5.8% | +121.2% | +116.6% |
| All | +115.4% | -11.7% | +127.0% | +116.6% |
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