+394.8%
AMD vs GWRE
+51.5%
+343.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.0% | +8.0% | +3.2% |
| 7D | +14.0% | -26.2% | +40.2% | +15.0% |
| 30D | +11.0% | -17.8% | +28.7% | +11.1% |
| 3M | +9.6% | +14.2% | -4.7% | +4.9% |
| 6M | +157.1% | -12.9% | +170.0% | +156.8% |
| YTD | +143.3% | -29.2% | +172.6% | +155.5% |
| 1Y | +234.4% | -44.4% | +278.9% | +276.4% |
| All | +394.8% | +51.5% | +343.3% | +238.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling