+95.5%
AMD vs BWA
+17.4%
+78.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.5% |
| 7D | -15.5% | -9.9% | -5.6% | -10.3% |
| 30D | -22.6% | -16.4% | -6.3% | -14.3% |
| 3M | -5.7% | -19.8% | +14.1% | +5.8% |
| 6M | +43.1% | -10.0% | +53.1% | +59.5% |
| YTD | +128.2% | +12.7% | +115.5% | +134.7% |
| 1Y | +95.5% | +15.7% | +79.8% | +99.6% |
| All | +95.5% | +17.4% | +78.1% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling