+1,392.6%
AMD vs EW
+7,833.4%
-6,440.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.7% | -17.8% |
| 7D | -28.6% | +6.8% | -35.4% | -30.4% |
| 30D | -37.7% | +16.6% | -54.3% | -41.3% |
| 3M | -16.1% | +13.3% | -29.4% | -20.4% |
| 6M | +13.8% | +21.6% | -7.8% | +4.5% |
| YTD | +88.8% | +18.3% | +70.6% | +75.5% |
| 1Y | +57.8% | +21.7% | +36.1% | +45.0% |
| 3Y | +260.3% | +50.3% | +209.9% | +194.0% |
| 5Y | +196.6% | -15.0% | +211.6% | +197.4% |
| 10Y | +6,064.6% | +237.5% | +5,827.2% | +3,876.5% |
| All | +1,392.6% | +7,833.4% | -6,440.8% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling