+264.6%
AMD vs BP
+113.6%
+151.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.6% | -9.0% |
| 7D | +18.9% | +3.8% | +15.1% | +17.6% |
| 30D | -6.4% | -5.3% | -1.1% | -4.9% |
| 3M | +10.6% | +9.3% | +1.3% | +6.8% |
| 6M | +19.9% | +7.2% | +12.7% | +15.9% |
| YTD | +149.4% | +38.0% | +111.3% | +114.5% |
| 1Y | +115.4% | +33.2% | +82.2% | +87.7% |
| 3Y | +357.3% | +50.3% | +307.0% | +270.7% |
| All | +264.6% | +113.6% | +151.0% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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