+390.1%
AMD vs GILD
+108.6%
+281.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.5% |
| 7D | +8.1% | -4.8% | +12.9% | +8.4% |
| 30D | +6.9% | +5.8% | +1.1% | +6.3% |
| 3M | +5.7% | +14.9% | -9.3% | +3.7% |
| 6M | +152.0% | -0.4% | +152.3% | +152.7% |
| YTD | +141.0% | +18.5% | +122.5% | +134.8% |
| 1Y | +231.6% | +25.1% | +206.4% | +220.1% |
| 3Y | +390.1% | +105.9% | +284.2% | +330.6% |
| All | +390.1% | +108.6% | +281.5% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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