+331.1%
AMD vs FE
+49.5%
+281.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.6% |
| 7D | +2.6% | +1.9% | +0.6% | +3.0% |
| 30D | -0.9% | -1.2% | +0.2% | -1.2% |
| 3M | -8.7% | +3.5% | -12.2% | -8.0% |
| 6M | +136.3% | -6.1% | +142.4% | +135.7% |
| YTD | +123.0% | +7.6% | +115.4% | +125.8% |
| 1Y | +195.2% | +11.9% | +183.3% | +201.6% |
| All | +331.1% | +49.5% | +281.6% | +365.0% |
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