+261.9%
AMD vs EXC
+28.8%
+233.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.9% | -17.0% |
| 7D | -28.6% | +1.4% | -30.0% | -28.1% |
| 30D | -37.7% | +11.6% | -49.4% | -34.4% |
| 3M | -16.1% | +2.7% | -18.8% | -14.6% |
| 6M | +13.8% | +2.7% | +11.2% | +16.6% |
| YTD | +88.8% | +9.7% | +79.1% | +97.4% |
| 1Y | +57.8% | +4.5% | +53.2% | +62.8% |
| All | +261.9% | +28.8% | +233.1% | +324.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling