+8,520.0%
AMD vs ECL
+192.9%
+8,327.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.6% |
| 7D | +44.7% | -0.5% | +45.2% | +45.2% |
| 30D | -3.3% | +6.6% | -9.9% | -7.4% |
| 3M | +21.2% | +9.6% | +11.6% | +13.4% |
| 6M | +30.6% | +21.6% | +9.0% | +12.0% |
| YTD | +173.3% | +16.9% | +156.4% | +139.1% |
| 1Y | +126.1% | +17.9% | +108.2% | +95.8% |
| 3Y | +393.5% | +76.5% | +317.1% | +212.7% |
| 5Y | +295.8% | +36.6% | +259.1% | +194.8% |
| All | +8,520.0% | +192.9% | +8,327.2% | +3,871.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling