+301.8%
AMD vs EXEL
+231.1%
+70.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.8% | +10.8% |
| 7D | -11.0% | +0.3% | -11.3% | -10.8% |
| 30D | -30.5% | +19.0% | -49.5% | -32.4% |
| 3M | -8.2% | +33.3% | -41.5% | -12.7% |
| 6M | +6.6% | +42.9% | -36.3% | -0.2% |
| YTD | +109.7% | +58.7% | +50.9% | +92.9% |
| 1Y | +88.9% | +70.5% | +18.4% | +72.8% |
| 3Y | +301.8% | +233.8% | +68.0% | +281.8% |
| All | +301.8% | +231.1% | +70.7% | +281.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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