+1,107.8%
AMD vs ET
+1,435.0%
-327.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | +0.9% | +1.7% | +2.3% |
| 30D | -0.9% | +7.5% | -8.4% | -3.5% |
| 3M | -8.7% | +11.4% | -20.1% | -12.4% |
| 6M | +136.3% | +18.5% | +117.8% | +120.6% |
| YTD | +123.0% | +37.4% | +85.6% | +97.2% |
| 1Y | +195.2% | +30.9% | +164.2% | +165.9% |
| 3Y | +336.3% | +98.7% | +237.6% | +239.8% |
| 5Y | +334.5% | +230.7% | +103.8% | +182.9% |
| 10Y | +6,259.1% | +175.6% | +6,083.5% | +3,921.1% |
| All | +1,107.8% | +1,435.0% | -327.2% | +113.1% |
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 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