+301.8%
AMD vs GWW
+92.7%
+209.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +11.4% |
| 7D | -11.0% | +6.0% | -17.0% | -13.4% |
| 30D | -30.5% | +14.0% | -44.5% | -34.7% |
| 3M | -8.2% | +12.5% | -20.8% | -13.6% |
| 6M | +6.6% | +23.6% | -17.1% | -5.7% |
| YTD | +109.7% | +43.6% | +66.1% | +67.3% |
| 1Y | +88.9% | +52.5% | +36.4% | +44.4% |
| 3Y | +301.8% | +92.6% | +209.3% | +162.8% |
| All | +301.8% | +92.7% | +209.1% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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