+95.5%
AMD vs F
+2.7%
+92.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | 0.0% |
| 7D | -15.5% | +6.0% | -21.5% | -17.3% |
| 30D | -22.6% | +4.3% | -26.9% | -23.9% |
| 3M | -5.7% | -10.1% | +4.3% | -2.6% |
| 6M | +43.1% | +12.8% | +30.3% | +32.6% |
| YTD | +128.2% | -0.1% | +128.3% | +114.9% |
| 1Y | +95.5% | +3.7% | +91.8% | +78.2% |
| All | +95.5% | +2.7% | +92.8% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling