+331.1%
AMD vs CAPR
+40.5%
+290.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.7% |
| 7D | +2.6% | -2.0% | +4.6% | +2.6% |
| 30D | -0.9% | +139.2% | -140.1% | -2.6% |
| 3M | -8.7% | -66.4% | +57.6% | -8.2% |
| 6M | +136.3% | -63.1% | +199.5% | +137.3% |
| YTD | +123.0% | -67.4% | +190.4% | +124.1% |
| 1Y | +195.2% | +58.2% | +136.9% | +181.7% |
| All | +331.1% | +40.5% | +290.6% | +295.5% |
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