+95.5%
AMD vs COO
-7.7%
+103.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +2.9% |
| 7D | -15.5% | +8.4% | -23.9% | -13.1% |
| 30D | -22.6% | +13.5% | -36.1% | -19.1% |
| 3M | -5.7% | -13.8% | +8.0% | -9.4% |
| 6M | +43.1% | +4.7% | +38.4% | +45.7% |
| YTD | +128.2% | -21.4% | +149.6% | +133.2% |
| 1Y | +95.5% | -6.7% | +102.2% | +92.8% |
| All | +95.5% | -7.7% | +103.1% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling