+199.0%
AMD vs ETR
+152.2%
+46.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.7% |
| 3M | -8.2% | +4.4% | -12.7% | -9.2% |
| 6M | +6.6% | -1.5% | +8.1% | +6.9% |
| YTD | +109.7% | +21.8% | +87.9% | +97.4% |
| 1Y | +88.9% | +18.4% | +70.5% | +79.3% |
| 3Y | +301.8% | +148.5% | +153.3% | +218.9% |
| All | +199.0% | +152.2% | +46.9% | +146.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling