+337.5%
AMD vs EXE
+109.5%
+228.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | -8.7% | +5.5% | -14.2% | -10.5% |
| 6M | +136.3% | -5.9% | +142.2% | +139.1% |
| YTD | +123.0% | -9.7% | +132.7% | +127.2% |
| 1Y | +195.2% | +3.6% | +191.6% | +186.1% |
| 3Y | +336.3% | +18.0% | +318.3% | +303.1% |
| All | +337.5% | +109.5% | +228.1% | +249.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling