+95.5%
AMD vs EXE
-18.4%
+113.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +0.8% |
| 7D | -15.5% | -4.7% | -10.8% | -15.7% |
| 30D | -22.6% | +1.0% | -23.6% | -22.6% |
| 3M | -5.7% | -5.6% | -0.1% | -6.3% |
| 6M | +43.1% | -12.3% | +55.4% | +42.0% |
| YTD | +128.2% | -19.5% | +147.7% | +127.0% |
| 1Y | +95.5% | -18.9% | +114.3% | +86.6% |
| All | +95.5% | -18.4% | +113.9% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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