+215.4%
AMD vs EXC
+3.9%
+211.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.1% |
| 7D | +2.6% | +0.3% | +2.3% | +2.8% |
| 30D | -0.9% | -3.7% | +2.8% | -2.8% |
| 3M | -8.7% | -1.3% | -7.4% | -9.6% |
| 6M | +136.3% | -9.7% | +146.0% | +133.4% |
| YTD | +123.0% | +2.9% | +120.1% | +112.8% |
| All | +215.4% | +3.9% | +211.5% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling