+241.5%
AMD vs EXC
+43.6%
+197.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.1% | +13.2% | +13.3% |
| 7D | +8.9% | -1.7% | +10.7% | +8.9% |
| 30D | -16.4% | +9.3% | -25.7% | -16.5% |
| 3M | +5.2% | +1.0% | +4.2% | +5.3% |
| 6M | +11.7% | +5.9% | +5.8% | +11.0% |
| YTD | +137.5% | +7.6% | +129.8% | +133.9% |
| 1Y | +117.8% | +2.4% | +115.4% | +116.3% |
| 3Y | +348.1% | +30.2% | +317.9% | +314.9% |
| 5Y | +241.5% | +41.4% | +200.2% | +188.4% |
| All | +241.5% | +43.6% | +197.9% | +188.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling