+295.8%
AMD vs EW
-7.9%
+303.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +44.7% | +4.9% | +39.8% | +41.9% |
| 30D | -3.3% | +24.1% | -27.4% | -12.3% |
| 3M | +21.2% | +13.7% | +7.5% | +13.9% |
| 6M | +30.6% | +32.7% | -2.1% | +13.2% |
| YTD | +173.3% | +24.1% | +149.2% | +144.4% |
| 1Y | +126.1% | +23.6% | +102.5% | +102.3% |
| 3Y | +393.5% | +64.8% | +328.8% | +246.9% |
| 5Y | +295.8% | -8.8% | +304.6% | +303.3% |
| All | +295.8% | -7.9% | +303.7% | +303.3% |
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