+337.5%
AMD vs COMP
-31.2%
+368.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.2% |
| 30D | -0.9% | -13.3% | +12.4% | +1.9% |
| 3M | -8.7% | +41.1% | -49.8% | -16.0% |
| 6M | +136.3% | +17.2% | +119.2% | +123.5% |
| YTD | +123.0% | +5.2% | +117.8% | +114.2% |
| 1Y | +195.2% | +18.9% | +176.2% | +173.8% |
| 3Y | +336.3% | +215.9% | +120.4% | +202.0% |
| All | +337.5% | -31.2% | +368.7% | +299.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling