+6,882.0%
AMD vs ETR
+293.5%
+6,588.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +2.6% | +1.4% | +1.1% | +2.1% |
| 30D | -0.9% | +1.0% | -1.9% | -1.2% |
| 3M | -8.7% | -1.3% | -7.5% | -8.5% |
| 6M | +136.3% | +1.9% | +134.5% | +133.6% |
| YTD | +123.0% | +18.2% | +104.8% | +110.0% |
| 1Y | +195.2% | +24.7% | +170.5% | +174.1% |
| 3Y | +336.3% | +150.7% | +185.7% | +219.0% |
| 5Y | +334.5% | +127.0% | +207.4% | +226.2% |
| All | +6,882.0% | +293.5% | +6,588.6% | +5,068.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling