+6,996.1%
AMD vs GWRE
+869.7%
+6,126.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -19.9% | +24.6% | +12.5% |
| 7D | +2.6% | -21.1% | +23.7% | +10.8% |
| 30D | -0.9% | +1.3% | -2.2% | -4.2% |
| 3M | -8.7% | +7.4% | -16.2% | -16.7% |
| 6M | +136.3% | +5.6% | +130.7% | +108.3% |
| YTD | +123.0% | -19.2% | +142.2% | +120.1% |
| 1Y | +195.2% | -25.1% | +220.3% | +194.3% |
| 3Y | +336.3% | +87.7% | +248.6% | +152.9% |
| 5Y | +334.5% | +32.0% | +302.4% | +198.7% |
| 10Y | +6,259.1% | +157.8% | +6,101.4% | +3,199.8% |
| All | +6,996.1% | +869.7% | +6,126.5% | +2,430.6% |
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