+301.8%
AMD vs EXE
+3.8%
+298.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +11.9% | +11.3% |
| 7D | -11.0% | -6.6% | -4.5% | -9.3% |
| 30D | -30.5% | -4.0% | -26.5% | -29.7% |
| 3M | -8.2% | -7.5% | -0.8% | -6.8% |
| 6M | +6.6% | -11.7% | +18.2% | +9.3% |
| YTD | +109.7% | -22.0% | +131.7% | +122.6% |
| 1Y | +88.9% | -21.8% | +110.7% | +100.2% |
| 3Y | +301.8% | +8.0% | +293.8% | +267.5% |
| All | +301.8% | +3.8% | +298.0% | +267.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling