+301.8%
AMD vs EW
+51.9%
+249.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.7% | +10.7% |
| 7D | -11.0% | +11.0% | -22.1% | -13.7% |
| 30D | -30.5% | +19.1% | -49.5% | -33.9% |
| 3M | -8.2% | +14.4% | -22.6% | -12.0% |
| 6M | +6.6% | +22.8% | -16.2% | -0.8% |
| YTD | +109.7% | +19.8% | +89.9% | +96.9% |
| 1Y | +88.9% | +23.9% | +65.0% | +75.6% |
| 3Y | +301.8% | +52.2% | +249.6% | +281.8% |
| All | +301.8% | +51.9% | +249.9% | +281.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling