+115.4%
AMD vs F
-6.9%
+122.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.8% | -8.8% |
| 7D | +18.9% | -3.1% | +22.0% | +20.1% |
| 30D | -6.4% | 0.0% | -6.5% | -6.8% |
| 3M | +10.6% | -13.2% | +23.8% | +15.5% |
| 6M | +19.9% | -10.2% | +30.1% | +22.5% |
| YTD | +149.4% | -4.9% | +154.3% | +138.7% |
| 1Y | +115.4% | -6.1% | +121.5% | +108.9% |
| All | +115.4% | -6.9% | +122.3% | +108.9% |
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