+337.5%
AMD vs GM
+88.8%
+248.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.3% |
| 7D | +2.6% | +1.9% | +0.6% | +1.6% |
| 30D | -0.9% | -1.4% | +0.4% | -0.4% |
| 3M | -8.7% | +5.9% | -14.6% | -11.7% |
| 6M | +136.3% | +12.4% | +123.9% | +121.3% |
| YTD | +123.0% | +8.6% | +114.4% | +111.0% |
| 1Y | +195.2% | +52.6% | +142.6% | +130.9% |
| 3Y | +336.3% | +169.7% | +166.7% | +129.1% |
| All | +337.5% | +88.8% | +248.7% | +171.9% |
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