+241.5%
AMD vs BP
+103.3%
+138.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.1% | +13.1% | +13.2% |
| 7D | +8.9% | -6.9% | +15.8% | +11.5% |
| 30D | -16.4% | -3.6% | -12.8% | -15.5% |
| 3M | +5.2% | +8.4% | -3.2% | +1.8% |
| 6M | +11.7% | +5.3% | +6.4% | +8.5% |
| YTD | +137.5% | +33.2% | +104.3% | +106.4% |
| 1Y | +117.8% | +28.2% | +89.6% | +91.9% |
| 3Y | +348.1% | +49.2% | +298.9% | +262.6% |
| 5Y | +241.5% | +102.9% | +138.6% | +123.4% |
| All | +241.5% | +103.3% | +138.2% | +123.4% |
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