+6.6%
AMD vs BR
+27.1%
-20.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.9% | +9.3% |
| 7D | -11.0% | +6.5% | -17.5% | -5.2% |
| 30D | -30.5% | +18.9% | -49.4% | -18.5% |
| 3M | -8.2% | +16.3% | -24.5% | +6.5% |
| 6M | +6.6% | +26.2% | -19.6% | +41.0% |
| All | +6.6% | +27.1% | -20.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 6mo: compounded portfolio wealth divided by compounded BR 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…
6mo analysis · Full analysis span regression · 6 months rolling