+373.4%
AMD vs ETR
+155.6%
+217.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.1% | +7.3% |
| 7D | +13.1% | +0.1% | +13.0% | +13.2% |
| 30D | -7.0% | +7.7% | -14.6% | -8.0% |
| 3M | +16.6% | +5.7% | +10.9% | +15.6% |
| 6M | +20.5% | -0.3% | +20.8% | +20.6% |
| YTD | +158.2% | +23.4% | +134.8% | +147.0% |
| 1Y | +132.8% | +18.5% | +114.3% | +124.3% |
| All | +373.4% | +155.6% | +217.9% | +427.1% |
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