+115.4%
AMD vs EXE
-23.9%
+139.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -8.8% |
| 7D | +18.9% | +5.3% | +13.6% | +18.9% |
| 30D | -6.4% | -2.2% | -4.2% | -6.7% |
| 3M | +10.6% | -5.9% | +16.5% | +9.8% |
| 6M | +19.9% | -5.7% | +25.6% | +18.5% |
| YTD | +149.4% | -17.8% | +167.2% | +147.4% |
| 1Y | +115.4% | -23.1% | +138.5% | +125.6% |
| All | +115.4% | -23.9% | +139.3% | +125.6% |
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