+301.8%
AMD vs CAPR
+214.7%
+87.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.7% | +6.4% | +11.0% |
| 7D | -11.0% | +41.1% | -52.1% | -11.6% |
| 30D | -30.5% | +11.1% | -41.6% | -30.6% |
| 3M | -8.2% | +115.3% | -123.5% | -9.7% |
| 6M | +6.6% | -73.8% | +80.4% | +7.4% |
| YTD | +109.7% | -68.8% | +178.5% | +110.7% |
| 1Y | +88.9% | +43.3% | +45.6% | +81.0% |
| 3Y | +301.8% | +214.7% | +87.1% | +285.7% |
| All | +301.8% | +214.7% | +87.1% | +285.7% |
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