+261.9%
AMD vs CAPR
+200.7%
+61.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.6% | -13.7% | -17.2% |
| 7D | -28.6% | +29.7% | -58.3% | -28.9% |
| 30D | -37.7% | +11.0% | -48.7% | -37.9% |
| 3M | -16.1% | +118.8% | -134.9% | -17.5% |
| 6M | +13.8% | -73.9% | +87.7% | +14.8% |
| YTD | +88.8% | -70.2% | +159.0% | +89.8% |
| 1Y | +57.8% | +38.3% | +19.5% | +51.2% |
| All | +261.9% | +200.7% | +61.2% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling