+337.5%
AMD vs EL
-67.1%
+404.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.5% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | -0.9% | +19.8% | -20.8% | -9.2% |
| 3M | -8.7% | +25.7% | -34.4% | -18.4% |
| 6M | +136.3% | +5.4% | +130.9% | +125.5% |
| YTD | +123.0% | +0.2% | +122.8% | +113.7% |
| 1Y | +195.2% | +20.4% | +174.7% | +158.0% |
| 3Y | +336.3% | -32.1% | +368.5% | +371.9% |
| All | +337.5% | -67.1% | +404.7% | +730.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling