+197.4%
AMD vs GEV
+601.7%
-404.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.9% | -6.9% | -7.8% |
| 7D | +18.9% | +3.7% | +15.2% | +17.0% |
| 30D | -6.4% | -14.7% | +8.2% | +2.0% |
| 3M | +10.6% | -23.4% | +34.0% | +27.0% |
| 6M | +19.9% | -24.3% | +44.2% | +38.7% |
| YTD | +149.4% | +23.2% | +126.2% | +133.7% |
| 1Y | +115.4% | +44.2% | +71.1% | +86.8% |
| All | +197.4% | +601.7% | -404.4% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling