+8,115.5%
AMD vs GWRE
+844.2%
+7,271.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.7% |
| 7D | +13.1% | -7.3% | +20.4% | +16.3% |
| 30D | -7.0% | -4.0% | -3.0% | -6.6% |
| 3M | +16.6% | -10.5% | +27.0% | +16.1% |
| 6M | +20.5% | +17.7% | +2.8% | +1.3% |
| YTD | +158.2% | -21.3% | +179.5% | +151.6% |
| 1Y | +132.8% | -28.0% | +160.8% | +136.6% |
| 3Y | +366.2% | +73.6% | +292.6% | +175.5% |
| 5Y | +278.7% | +26.1% | +252.6% | +159.8% |
| 10Y | +8,164.6% | +169.2% | +7,995.4% | +4,028.5% |
| All | +8,115.5% | +844.2% | +7,271.2% | +2,792.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling