+1,035.7%
AMD vs ET
+1,275.4%
-239.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.4% | +10.7% | +10.9% |
| 7D | -11.0% | -7.9% | -3.2% | -8.3% |
| 30D | -30.5% | -5.9% | -24.5% | -28.9% |
| 3M | -8.2% | -5.2% | -3.0% | -6.5% |
| 6M | +6.6% | +0.3% | +6.3% | +5.9% |
| YTD | +109.7% | +23.1% | +86.6% | +92.8% |
| 1Y | +88.9% | +22.7% | +66.2% | +74.0% |
| 3Y | +301.8% | +75.4% | +226.4% | +227.4% |
| 5Y | +229.4% | +202.6% | +26.7% | +122.2% |
| 10Y | +6,745.1% | +213.0% | +6,532.1% | +4,062.9% |
| All | +1,035.7% | +1,275.4% | -239.7% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling