+84.0%
AMD vs ES
+0.2%
+83.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +13.9% | +10.1% |
| 7D | -11.0% | +1.9% | -12.9% | -10.6% |
| 30D | -30.5% | +7.1% | -37.5% | -29.5% |
| 3M | -8.2% | -1.9% | -6.3% | -7.7% |
| 6M | +6.6% | +4.4% | +2.2% | +6.3% |
| YTD | +109.7% | +7.3% | +102.4% | +107.6% |
| All | +84.0% | +0.2% | +83.8% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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