+6,351.7%
AMD vs ETR
+352.3%
+5,999.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +11.0% |
| 7D | -11.0% | +0.4% | -11.4% | -11.1% |
| 30D | -30.5% | +7.5% | -38.0% | -32.0% |
| 3M | -8.2% | +4.4% | -12.7% | -9.5% |
| 6M | +6.6% | -1.5% | +8.1% | +6.9% |
| YTD | +109.7% | +21.8% | +87.9% | +95.7% |
| 1Y | +88.9% | +18.4% | +70.5% | +78.0% |
| 3Y | +301.8% | +148.5% | +153.3% | +196.1% |
| 5Y | +229.4% | +152.6% | +76.7% | +139.2% |
| All | +6,351.7% | +352.3% | +5,999.4% | +4,848.6% |
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