+13.8%
AMD vs COMP
+29.1%
-15.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.2% | -9.1% | -14.7% |
| 7D | -28.6% | -1.8% | -26.8% | -27.7% |
| 30D | -37.7% | -0.8% | -37.0% | -37.4% |
| 3M | -16.1% | -28.1% | +12.0% | -7.3% |
| 6M | +13.8% | +27.0% | -13.2% | -4.3% |
| All | +13.8% | +29.1% | -15.3% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling