+261.9%
AMD vs FE
+44.7%
+217.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.2% | -17.1% | -17.3% |
| 7D | -28.6% | +0.6% | -29.2% | -28.5% |
| 30D | -37.7% | +6.4% | -44.1% | -36.6% |
| 3M | -16.1% | -0.5% | -15.6% | -15.9% |
| 6M | +13.8% | +4.7% | +9.1% | +15.5% |
| YTD | +88.8% | +8.4% | +80.5% | +92.4% |
| 1Y | +57.8% | +7.2% | +50.5% | +60.7% |
| All | +261.9% | +44.7% | +217.1% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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