+331.1%
AMD vs COMP
+215.9%
+115.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | -0.9% | -13.3% | +12.4% | +1.3% |
| 3M | -8.7% | +41.1% | -49.8% | -14.7% |
| 6M | +136.3% | +17.2% | +119.2% | +124.5% |
| YTD | +123.0% | +5.2% | +117.8% | +114.4% |
| 1Y | +195.2% | +18.9% | +176.2% | +177.7% |
| All | +331.1% | +215.9% | +115.2% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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