+95.5%
AMD vs GEV
+46.2%
+49.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.3% | +10.3% | +6.9% |
| 7D | -15.5% | -5.1% | -10.4% | -13.1% |
| 30D | -22.6% | -15.8% | -6.8% | -14.2% |
| 3M | -5.7% | -18.2% | +12.4% | +6.0% |
| 6M | +43.1% | -22.4% | +65.5% | +65.8% |
| YTD | +128.2% | +27.7% | +100.5% | +111.8% |
| 1Y | +95.5% | +52.4% | +43.1% | +67.3% |
| All | +95.5% | +46.2% | +49.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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