+301.8%
AMD vs ECL
+78.2%
+223.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.6% |
| 7D | -11.0% | -0.8% | -10.3% | -10.7% |
| 30D | -30.5% | +8.1% | -38.6% | -32.3% |
| 3M | -8.2% | +6.4% | -14.6% | -10.2% |
| 6M | +6.6% | +14.8% | -8.2% | -0.2% |
| YTD | +109.7% | +15.5% | +94.2% | +94.0% |
| 1Y | +88.9% | +20.1% | +68.8% | +69.9% |
| 3Y | +301.8% | +77.8% | +224.1% | +204.2% |
| All | +301.8% | +78.2% | +223.7% | +204.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling