+1,013.7%
AMD vs EXEL
+334.5%
+679.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.6% | -11.7% | -16.0% |
| 7D | -28.6% | +3.8% | -32.4% | -29.2% |
| 30D | -37.7% | +17.8% | -55.5% | -40.1% |
| 3M | -16.1% | +21.2% | -37.3% | -20.1% |
| 6M | +13.8% | +54.7% | -40.9% | +2.6% |
| YTD | +88.8% | +56.8% | +32.1% | +69.5% |
| 1Y | +57.8% | +70.2% | -12.4% | +38.8% |
| 3Y | +260.3% | +227.2% | +33.1% | +162.5% |
| 5Y | +196.6% | +254.9% | -58.3% | +110.1% |
| 10Y | +6,064.6% | +476.9% | +5,587.7% | +3,537.3% |
| All | +1,013.7% | +334.5% | +679.1% | +240.5% |
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 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