+357.3%
AMD vs EXEL
+230.5%
+126.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.2% | -7.6% | -8.5% |
| 7D | +18.9% | -0.8% | +19.8% | +19.2% |
| 30D | -6.4% | +13.1% | -19.6% | -8.1% |
| 3M | +10.6% | +36.3% | -25.8% | +4.9% |
| 6M | +19.9% | +34.5% | -14.7% | +13.6% |
| YTD | +149.4% | +57.4% | +91.9% | +129.9% |
| 1Y | +115.4% | +62.9% | +52.5% | +97.9% |
| 3Y | +357.3% | +229.5% | +127.8% | +334.5% |
| All | +357.3% | +230.5% | +126.8% | +334.5% |
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