-2.1%
AMD vs GOOG
-27.2%
+25.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.8% | +10.3% | +10.8% |
| 7D | -11.0% | +2.1% | -13.1% | -11.4% |
| 30D | -30.5% | -18.3% | -12.2% | -26.9% |
| 3M | -8.2% | -20.3% | +12.1% | -3.0% |
| All | -2.1% | -27.2% | +25.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOG.
Daily Out/Under-Performance
Portfolio return minus GOOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOG 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 6mo: compounded portfolio wealth divided by compounded GOOG 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…
6mo analysis · Full analysis span regression · 6 months rolling