+111.2%
AMD vs GEV
+36.3%
+74.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.0% | +11.8% | +12.7% |
| 7D | +6.5% | -13.2% | +19.7% | +17.0% |
| 30D | -15.3% | -20.6% | +5.3% | -1.4% |
| 3M | +9.7% | -19.5% | +29.2% | +26.0% |
| 6M | +13.2% | -23.3% | +36.5% | +33.7% |
| YTD | +140.6% | +22.2% | +118.3% | +132.5% |
| 1Y | +111.2% | +37.8% | +73.4% | +95.5% |
| All | +111.2% | +36.3% | +74.9% | +95.5% |
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