+7,765.4%
AMD vs BWA
+94.2%
+7,671.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.6% | -8.6% |
| 7D | +18.9% | +4.3% | +14.7% | +16.4% |
| 30D | -6.4% | -13.0% | +6.6% | +2.1% |
| 3M | +10.6% | -24.8% | +35.4% | +30.4% |
| 6M | +19.9% | -23.5% | +43.4% | +41.0% |
| YTD | +149.4% | +13.8% | +135.5% | +131.7% |
| 1Y | +115.4% | +13.4% | +101.9% | +99.9% |
| 3Y | +357.3% | +62.8% | +294.5% | +237.4% |
| 5Y | +261.1% | +28.5% | +232.7% | +195.3% |
| All | +7,765.4% | +94.2% | +7,671.1% | +4,613.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling