+1,215.2%
AMD vs EXEL
+273.2%
+942.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +2.6% | +8.4% | -5.8% | +0.6% |
| 30D | -0.9% | +4.1% | -5.0% | -2.1% |
| 3M | -8.7% | +12.4% | -21.1% | -11.6% |
| 6M | +136.3% | +41.5% | +94.8% | +117.5% |
| YTD | +123.0% | +34.6% | +88.4% | +107.5% |
| 1Y | +195.2% | +57.9% | +137.3% | +163.2% |
| 3Y | +336.3% | +159.5% | +176.8% | +235.2% |
| 5Y | +334.5% | +198.5% | +136.0% | +219.5% |
| 10Y | +6,259.1% | +411.4% | +5,847.8% | +3,715.2% |
| All | +1,215.2% | +273.2% | +942.0% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling