+111.2%
AMD vs EL
+30.6%
+80.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.1% | +11.7% | +14.1% |
| 7D | +6.5% | +7.6% | -1.2% | +5.3% |
| 30D | -15.3% | +15.7% | -31.0% | -17.2% |
| 3M | +9.7% | +30.5% | -20.8% | +4.3% |
| 6M | +13.2% | +32.5% | -19.4% | +6.7% |
| YTD | +140.6% | +9.4% | +131.1% | +129.3% |
| 1Y | +111.2% | +28.4% | +82.8% | +87.0% |
| All | +111.2% | +30.6% | +80.6% | +87.0% |
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