+199.0%
AMD vs EXE
+61.0%
+138.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +11.9% | +11.3% |
| 7D | -11.0% | -6.6% | -4.5% | -9.1% |
| 30D | -30.5% | -4.0% | -26.5% | -29.6% |
| 3M | -8.2% | -7.5% | -0.8% | -6.5% |
| 6M | +6.6% | -11.7% | +18.2% | +9.7% |
| YTD | +109.7% | -22.0% | +131.7% | +123.1% |
| 1Y | +88.9% | -21.8% | +110.7% | +100.6% |
| 3Y | +301.8% | +8.0% | +293.8% | +279.0% |
| All | +199.0% | +61.0% | +138.1% | +147.1% |
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