+84.0%
AMD vs GEV
+32.4%
+51.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.6% | +10.7% |
| 7D | -11.0% | -9.8% | -1.3% | -4.9% |
| 30D | -30.5% | -22.3% | -8.2% | -18.0% |
| 3M | -8.2% | -22.6% | +14.3% | +7.9% |
| 6M | +6.6% | -30.7% | +37.3% | +33.2% |
| YTD | +109.7% | +18.7% | +90.9% | +106.3% |
| All | +84.0% | +32.4% | +51.7% | +73.4% |
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