+150.0%
AMD vs GEV
+576.4%
-426.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.6% | +10.8% |
| 7D | -11.0% | -9.8% | -1.3% | -6.1% |
| 30D | -30.5% | -22.3% | -8.2% | -20.7% |
| 3M | -8.2% | -22.6% | +14.3% | +4.6% |
| 6M | +6.6% | -30.7% | +37.3% | +28.2% |
| YTD | +109.7% | +18.7% | +90.9% | +99.8% |
| 1Y | +88.9% | +41.0% | +47.9% | +65.4% |
| All | +150.0% | +576.4% | -426.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling