+331.1%
AMD vs FN
+158.4%
+172.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +3.3% |
| 7D | +2.6% | -1.7% | +4.3% | +3.4% |
| 30D | -0.9% | -22.0% | +21.1% | +9.0% |
| 3M | -8.7% | -43.0% | +34.3% | +15.0% |
| 6M | +136.3% | -27.7% | +164.1% | +161.1% |
| YTD | +123.0% | -10.5% | +133.5% | +120.4% |
| 1Y | +195.2% | +12.5% | +182.7% | +161.7% |
| All | +331.1% | +158.4% | +172.7% | +127.1% |
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