+111.2%
AMD vs BWA
+13.5%
+97.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.4% | +11.4% | +12.5% |
| 7D | +6.5% | -2.4% | +8.9% | +8.7% |
| 30D | -15.3% | -17.7% | +2.4% | -4.7% |
| 3M | +9.7% | -27.0% | +36.7% | +31.4% |
| 6M | +13.2% | -17.3% | +30.5% | +30.3% |
| YTD | +140.6% | +12.9% | +127.7% | +150.8% |
| 1Y | +111.2% | +12.9% | +98.3% | +120.6% |
| All | +111.2% | +13.5% | +97.7% | +120.6% |
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