+199.0%
AMD vs ET
+201.6%
-2.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.4% | +10.7% | +10.8% |
| 7D | -11.0% | -7.9% | -3.2% | -6.5% |
| 30D | -30.5% | -5.9% | -24.5% | -27.9% |
| 3M | -8.2% | -5.2% | -3.0% | -5.4% |
| 6M | +6.6% | +0.3% | +6.3% | +5.3% |
| YTD | +109.7% | +23.1% | +86.6% | +78.8% |
| 1Y | +88.9% | +22.7% | +66.2% | +61.5% |
| 3Y | +301.8% | +75.4% | +226.4% | +173.9% |
| All | +199.0% | +201.6% | -2.6% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling