+126.1%
AMD vs ES
+1.3%
+124.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +6.1% |
| 7D | +44.7% | -1.1% | +45.8% | +44.3% |
| 30D | -3.3% | +8.2% | -11.6% | -1.4% |
| 3M | +21.2% | +0.6% | +20.6% | +22.7% |
| 6M | +30.6% | +6.0% | +24.6% | +31.0% |
| YTD | +173.3% | +9.3% | +164.0% | +172.1% |
| 1Y | +126.1% | +1.1% | +125.0% | +130.2% |
| All | +126.1% | +1.3% | +124.8% | +130.2% |
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