+57.8%
AMD vs ES
+1.7%
+56.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.1% | -19.3% | -16.7% |
| 7D | -28.6% | +5.9% | -34.5% | -27.6% |
| 30D | -37.7% | +10.2% | -47.9% | -36.4% |
| 3M | -16.1% | +0.4% | -16.5% | -15.0% |
| 6M | +13.8% | +6.9% | +7.0% | +14.5% |
| YTD | +88.8% | +10.5% | +78.3% | +88.1% |
| 1Y | +57.8% | +3.2% | +54.6% | +60.4% |
| All | +57.8% | +1.7% | +56.1% | +60.4% |
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