+9,703.6%
AMD vs ECL
+14,294.1%
-4,590.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.3% | -15.5% |
| 7D | -28.6% | +1.7% | -30.3% | -29.2% |
| 30D | -37.7% | +8.9% | -46.6% | -40.9% |
| 3M | -16.1% | +7.4% | -23.5% | -20.0% |
| 6M | +13.8% | +19.3% | -5.5% | +0.9% |
| YTD | +88.8% | +17.4% | +71.4% | +67.7% |
| 1Y | +57.8% | +19.4% | +38.4% | +38.3% |
| 3Y | +260.3% | +80.5% | +179.8% | +143.0% |
| 5Y | +196.6% | +40.2% | +156.4% | +133.6% |
| 10Y | +6,064.6% | +207.8% | +5,856.8% | +2,905.7% |
| All | +9,703.6% | +14,294.1% | -4,590.5% | +1,289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling