+264.6%
AMD vs ETR
+157.6%
+107.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.6% | -8.7% |
| 7D | +18.9% | +1.2% | +17.8% | +18.6% |
| 30D | -6.4% | +7.0% | -13.5% | -8.0% |
| 3M | +10.6% | +4.6% | +6.0% | +9.3% |
| 6M | +19.9% | +0.1% | +19.7% | +19.8% |
| YTD | +149.4% | +23.2% | +126.2% | +133.8% |
| 1Y | +115.4% | +20.6% | +94.8% | +103.2% |
| 3Y | +357.3% | +156.3% | +201.0% | +255.5% |
| All | +264.6% | +157.6% | +107.0% | +192.6% |
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 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