+261.9%
AMD vs BUD
+51.6%
+210.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.8% | -19.1% | -17.2% |
| 7D | -28.6% | +7.1% | -35.7% | -28.6% |
| 30D | -37.7% | +12.7% | -50.4% | -38.1% |
| 3M | -16.1% | 0.0% | -16.1% | -15.7% |
| 6M | +13.8% | +7.6% | +6.2% | +13.0% |
| YTD | +88.8% | +35.0% | +53.8% | +81.3% |
| 1Y | +57.8% | +37.6% | +20.2% | +51.0% |
| All | +261.9% | +51.6% | +210.3% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling