+95.5%
AMD vs EL
+25.6%
+69.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -0.1% |
| 7D | -15.5% | +2.5% | -18.0% | -15.9% |
| 30D | -22.6% | +20.1% | -42.7% | -25.3% |
| 3M | -5.7% | +29.3% | -35.0% | -10.8% |
| 6M | +43.1% | +38.8% | +4.3% | +32.5% |
| YTD | +128.2% | +8.1% | +120.1% | +115.9% |
| 1Y | +95.5% | +22.3% | +73.1% | +69.3% |
| All | +95.5% | +25.6% | +69.9% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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