+207.9%
AMD vs GEV
+606.2%
-398.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +6.6% |
| 7D | +13.1% | -3.0% | +16.1% | +15.8% |
| 30D | -7.0% | -18.9% | +11.9% | +4.0% |
| 3M | +16.6% | -20.1% | +36.6% | +30.8% |
| 6M | +20.5% | -24.6% | +45.1% | +39.5% |
| YTD | +158.2% | +24.0% | +134.2% | +140.9% |
| 1Y | +132.8% | +40.6% | +92.1% | +103.8% |
| All | +207.9% | +606.2% | -398.3% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling