+261.9%
AMD vs FN
+80.0%
+181.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.2% | -3.0% | -10.6% |
| 7D | -28.6% | -16.0% | -12.6% | -22.4% |
| 30D | -37.7% | -40.1% | +2.4% | -21.5% |
| 3M | -16.1% | -43.9% | +27.8% | +6.9% |
| 6M | +13.8% | -55.6% | +69.5% | +58.6% |
| YTD | +88.8% | -35.7% | +124.5% | +116.2% |
| 1Y | +57.8% | -39.8% | +97.6% | +85.0% |
| All | +261.9% | +80.0% | +181.9% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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