+11,749.2%
AMD vs ES
+1,247.8%
+10,501.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.3% |
| 7D | -15.5% | +5.3% | -20.8% | -17.0% |
| 30D | -22.6% | +8.9% | -31.6% | -25.1% |
| 3M | -5.7% | -1.9% | -3.8% | -5.5% |
| 6M | +43.1% | +3.9% | +39.2% | +39.7% |
| YTD | +128.2% | +8.3% | +120.0% | +118.9% |
| 1Y | +95.5% | -0.1% | +95.6% | +92.2% |
| 3Y | +335.4% | +46.0% | +289.4% | +263.9% |
| 5Y | +255.5% | +3.1% | +252.4% | +232.5% |
| 10Y | +7,350.9% | +88.4% | +7,262.5% | +5,269.4% |
| All | +11,749.2% | +1,247.8% | +10,501.4% | +4,759.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling