+337.5%
AMD vs BWA
+91.4%
+246.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.0% |
| 7D | +2.6% | +5.7% | -3.1% | -0.8% |
| 30D | -0.9% | +1.4% | -2.3% | -2.0% |
| 3M | -8.7% | -12.1% | +3.4% | -1.0% |
| 6M | +136.3% | +28.6% | +107.8% | +106.6% |
| YTD | +123.0% | +51.1% | +71.9% | +71.0% |
| 1Y | +195.2% | +55.9% | +139.3% | +119.7% |
| 3Y | +336.3% | +70.1% | +266.2% | +193.6% |
| All | +337.5% | +91.4% | +246.2% | +148.4% |
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