+331.1%
AMD vs EXE
+18.5%
+312.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.8% | +5.0% |
| 7D | +2.6% | -0.3% | +2.8% | +2.6% |
| 30D | -0.9% | +8.5% | -9.4% | -3.5% |
| 3M | -8.7% | +5.5% | -14.2% | -10.5% |
| 6M | +136.3% | -5.9% | +142.2% | +139.9% |
| YTD | +123.0% | -9.7% | +132.7% | +128.1% |
| 1Y | +195.2% | +3.6% | +191.6% | +183.4% |
| All | +331.1% | +18.5% | +312.6% | +305.9% |
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 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