+234.0%
AMD vs GEV
+63.8%
+170.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.8% | +4.0% |
| 7D | +10.0% | +8.1% | +1.9% | +4.8% |
| 30D | +4.6% | -1.9% | +6.5% | +5.7% |
| 3M | +3.1% | +4.1% | -0.9% | +1.4% |
| 6M | +162.8% | +23.2% | +139.6% | +138.6% |
| YTD | +136.2% | +48.9% | +87.3% | +101.7% |
| 1Y | +234.0% | +62.2% | +171.8% | +175.5% |
| All | +234.0% | +63.8% | +170.2% | +175.5% |
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