+261.9%
AMD vs EW
+50.0%
+211.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.7% | -17.7% |
| 7D | -28.6% | +6.8% | -35.4% | -30.0% |
| 30D | -37.7% | +16.6% | -54.3% | -40.5% |
| 3M | -16.1% | +13.3% | -29.4% | -19.4% |
| 6M | +13.8% | +21.6% | -7.8% | +6.2% |
| YTD | +88.8% | +18.3% | +70.6% | +77.9% |
| 1Y | +57.8% | +21.7% | +36.1% | +47.3% |
| All | +261.9% | +50.0% | +211.9% | +245.0% |
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