+337.5%
AMD vs EWT
+153.4%
+184.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +2.0% |
| 7D | +2.6% | +4.0% | -1.4% | -3.2% |
| 30D | -0.9% | +10.3% | -11.2% | -14.4% |
| 3M | -8.7% | +6.1% | -14.8% | -15.2% |
| 6M | +136.3% | +56.6% | +79.7% | +24.4% |
| YTD | +123.0% | +76.6% | +46.4% | -1.7% |
| 1Y | +195.2% | +97.9% | +97.3% | +10.5% |
| 3Y | +336.3% | +198.0% | +138.4% | -16.3% |
| All | +337.5% | +153.4% | +184.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling