+331.1%
AMD vs ETR
+151.5%
+179.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.8% |
| 7D | +2.6% | +1.4% | +1.1% | +2.3% |
| 30D | -0.9% | +1.0% | -1.9% | -1.1% |
| 3M | -8.7% | -1.3% | -7.5% | -8.6% |
| 6M | +136.3% | +1.9% | +134.5% | +134.2% |
| YTD | +123.0% | +18.2% | +104.8% | +114.5% |
| 1Y | +195.2% | +24.7% | +170.5% | +183.6% |
| All | +331.1% | +151.5% | +179.6% | +336.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling