+199.0%
AMD vs EW
-14.5%
+213.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.7% | +10.5% |
| 7D | -11.0% | +11.0% | -22.1% | -15.2% |
| 30D | -30.5% | +19.1% | -49.5% | -35.8% |
| 3M | -8.2% | +14.4% | -22.6% | -14.2% |
| 6M | +6.6% | +22.8% | -16.2% | -4.5% |
| YTD | +109.7% | +19.8% | +89.9% | +90.4% |
| 1Y | +88.9% | +23.9% | +65.0% | +68.6% |
| 3Y | +301.8% | +52.2% | +249.6% | +195.6% |
| All | +199.0% | -14.5% | +213.5% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling