+95.5%
AMD vs EW
+19.7%
+75.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | 0.0% |
| 7D | -15.5% | +8.3% | -23.8% | -16.9% |
| 30D | -22.6% | +13.9% | -36.5% | -24.7% |
| 3M | -5.7% | +10.9% | -16.7% | -7.9% |
| 6M | +43.1% | +19.2% | +23.9% | +34.0% |
| YTD | +128.2% | +16.6% | +111.7% | +115.6% |
| 1Y | +95.5% | +18.1% | +77.4% | +83.8% |
| All | +95.5% | +19.7% | +75.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling