+278.7%
AMD vs BWA
+32.2%
+246.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +6.3% |
| 7D | +13.1% | +1.7% | +11.4% | +12.9% |
| 30D | -7.0% | -14.6% | +7.7% | +4.0% |
| 3M | +16.6% | -26.2% | +42.8% | +42.1% |
| 6M | +20.5% | -18.4% | +38.9% | +38.9% |
| YTD | +158.2% | +14.7% | +143.5% | +135.3% |
| 1Y | +132.8% | +13.3% | +119.4% | +113.3% |
| 3Y | +366.2% | +64.7% | +301.5% | +214.7% |
| 5Y | +278.7% | +32.2% | +246.5% | +159.3% |
| All | +278.7% | +32.2% | +246.4% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling