+301.8%
AMD vs EL
+3.8%
+298.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.8% | +10.4% |
| 7D | -11.0% | +0.8% | -11.8% | -11.0% |
| 30D | -30.5% | +16.5% | -47.0% | -33.6% |
| 3M | -8.2% | +29.2% | -37.4% | -15.9% |
| 6M | +6.6% | +27.9% | -21.3% | -2.7% |
| YTD | +109.7% | +6.2% | +103.5% | +100.0% |
| 1Y | +88.9% | +27.2% | +61.7% | +68.5% |
| 3Y | +301.8% | +3.2% | +298.6% | +263.8% |
| All | +301.8% | +3.8% | +298.0% | +263.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling