+115.4%
AMD vs ET
+25.8%
+89.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | +18.9% | +2.5% | +16.4% | +19.1% |
| 30D | -6.4% | -2.5% | -4.0% | -7.0% |
| 3M | +10.6% | -4.9% | +15.4% | +8.9% |
| 6M | +19.9% | -0.1% | +20.0% | +21.9% |
| YTD | +149.4% | +26.2% | +123.2% | +116.1% |
| 1Y | +115.4% | +25.2% | +90.2% | +88.1% |
| All | +115.4% | +25.8% | +89.6% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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