+136.3%
AMD vs D
+6.1%
+130.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.2% |
| 7D | +2.6% | +0.4% | +2.1% | +2.7% |
| 30D | -0.9% | -3.6% | +2.6% | -2.3% |
| 3M | -8.7% | -1.0% | -7.7% | -9.0% |
| 6M | +136.3% | +6.3% | +130.1% | +140.2% |
| All | +136.3% | +6.1% | +130.2% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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