+195.2%
AMD vs GWRE
-25.4%
+220.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -19.9% | +24.6% | +1.0% |
| 7D | +2.6% | -21.1% | +23.7% | -1.3% |
| 30D | -0.9% | +1.3% | -2.2% | -0.1% |
| 3M | -8.7% | +7.4% | -16.2% | -5.5% |
| 6M | +136.3% | +5.6% | +130.7% | +144.8% |
| YTD | +123.0% | -19.2% | +142.2% | +122.5% |
| 1Y | +195.2% | -25.1% | +220.3% | +197.5% |
| All | +195.2% | -25.4% | +220.6% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling