+373.4%
AMD vs EWT
+164.9%
+208.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.8% | +1.5% | -0.8% |
| 7D | +13.1% | +3.2% | +9.9% | +9.6% |
| 30D | -7.0% | -12.3% | +5.4% | +13.4% |
| 3M | +16.6% | -3.6% | +20.2% | +24.9% |
| 6M | +20.5% | +3.1% | +17.4% | +19.7% |
| YTD | +158.2% | +57.7% | +100.5% | +49.0% |
| 1Y | +132.8% | +60.3% | +72.5% | +31.8% |
| All | +373.4% | +164.9% | +208.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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