+132.8%
AMD vs ECL
+19.8%
+113.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.4% |
| 7D | +13.1% | -2.3% | +15.4% | +12.7% |
| 30D | -7.0% | +8.3% | -15.2% | -5.4% |
| 3M | +16.6% | +8.4% | +8.1% | +18.8% |
| 6M | +20.5% | +23.3% | -2.8% | +20.4% |
| YTD | +158.2% | +18.2% | +140.0% | +168.4% |
| 1Y | +132.8% | +18.8% | +114.0% | +143.4% |
| All | +132.8% | +19.8% | +113.0% | +143.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling