+199.0%
AMD vs GM
+53.0%
+146.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.5% | +14.6% | +12.7% |
| 7D | -11.0% | -1.4% | -9.6% | -10.6% |
| 30D | -30.5% | +6.4% | -36.9% | -33.0% |
| 3M | -8.2% | -0.7% | -7.5% | -9.1% |
| 6M | +6.6% | +9.9% | -3.4% | -0.2% |
| YTD | +109.7% | +6.7% | +103.0% | +97.8% |
| 1Y | +88.9% | +26.2% | +62.7% | +63.3% |
| 3Y | +301.8% | +205.0% | +96.8% | +90.1% |
| All | +199.0% | +53.0% | +146.1% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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