+196.6%
AMD vs EXC
+43.9%
+152.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.9% | -17.3% |
| 7D | -28.6% | +1.4% | -30.0% | -28.6% |
| 30D | -37.7% | +11.6% | -49.4% | -37.8% |
| 3M | -16.1% | +2.7% | -18.8% | -16.0% |
| 6M | +13.8% | +2.7% | +11.2% | +13.7% |
| YTD | +88.8% | +9.7% | +79.1% | +86.3% |
| 1Y | +57.8% | +4.5% | +53.2% | +56.9% |
| 3Y | +260.3% | +28.5% | +231.8% | +241.2% |
| 5Y | +196.6% | +43.9% | +152.7% | +172.5% |
| All | +196.6% | +43.9% | +152.7% | +172.5% |
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