+264.6%
AMD vs EXC
+41.3%
+223.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.4% | -10.1% | -8.7% |
| 7D | +18.9% | +1.4% | +17.6% | +19.0% |
| 30D | -6.4% | +8.6% | -15.0% | -6.5% |
| 3M | +10.6% | +2.4% | +8.2% | +10.7% |
| 6M | +19.9% | +6.5% | +13.4% | +19.2% |
| YTD | +149.4% | +9.0% | +140.3% | +145.6% |
| 1Y | +115.4% | +4.6% | +110.8% | +113.7% |
| 3Y | +357.3% | +33.5% | +323.8% | +320.5% |
| All | +264.6% | +41.3% | +223.3% | +209.4% |
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