+196.6%
AMD vs ECL
+41.4%
+155.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.3% | -15.3% |
| 7D | -28.6% | +1.7% | -30.3% | -29.3% |
| 30D | -37.7% | +8.9% | -46.6% | -41.3% |
| 3M | -16.1% | +7.4% | -23.5% | -20.5% |
| 6M | +13.8% | +19.3% | -5.5% | -1.4% |
| YTD | +88.8% | +17.4% | +71.4% | +63.5% |
| 1Y | +57.8% | +19.4% | +38.4% | +34.2% |
| 3Y | +260.3% | +80.5% | +179.8% | +108.2% |
| 5Y | +196.6% | +40.2% | +156.4% | +77.9% |
| All | +196.6% | +41.4% | +155.2% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling