+264.6%
AMD vs BN
+31.1%
+233.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.6% | -7.1% | -7.5% |
| 7D | +18.9% | -1.0% | +19.9% | +20.2% |
| 30D | -6.4% | +14.0% | -20.4% | -16.2% |
| 3M | +10.6% | -9.0% | +19.6% | +18.5% |
| 6M | +19.9% | -8.8% | +28.7% | +27.7% |
| YTD | +149.4% | -10.3% | +159.6% | +166.0% |
| 1Y | +115.4% | -5.8% | +121.2% | +120.1% |
| 3Y | +357.3% | +94.8% | +262.5% | +136.2% |
| All | +264.6% | +31.1% | +233.5% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling