+2,868.9%
AMD vs BWA
+2,496.1%
+372.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +9.6% |
| 7D | -11.0% | -5.5% | -5.6% | -7.9% |
| 30D | -30.5% | -21.7% | -8.7% | -20.3% |
| 3M | -8.2% | -25.6% | +17.4% | +7.5% |
| 6M | +6.6% | -17.4% | +24.0% | +19.2% |
| YTD | +109.7% | +9.2% | +100.5% | +99.0% |
| 1Y | +88.9% | +9.7% | +79.2% | +78.4% |
| 3Y | +301.8% | +54.6% | +247.2% | +211.2% |
| 5Y | +229.4% | +26.8% | +202.6% | +179.9% |
| 10Y | +6,745.1% | +89.0% | +6,656.1% | +4,229.5% |
| All | +2,868.9% | +2,496.1% | +372.7% | +557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling