+111.2%
AMD vs EXE
-20.6%
+131.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.3% |
| 7D | +6.5% | -2.2% | +8.7% | +6.2% |
| 30D | -15.3% | -0.3% | -15.0% | -15.4% |
| 3M | +9.7% | -9.3% | +19.0% | +8.8% |
| 6M | +13.2% | -7.2% | +20.4% | +11.9% |
| YTD | +140.6% | -18.9% | +159.5% | +138.9% |
| 1Y | +111.2% | -21.7% | +132.9% | +114.9% |
| All | +111.2% | -20.6% | +131.8% | +114.9% |
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