-16.1%
AMD vs HD
+0.7%
-16.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.5% | -15.7% | -18.0% |
| 7D | -28.6% | +6.4% | -35.0% | -25.7% |
| 30D | -37.7% | +22.1% | -59.8% | -31.0% |
| 3M | -16.1% | -0.2% | -15.9% | -14.5% |
| All | -16.1% | +0.7% | -16.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 3mo: compounded portfolio wealth divided by compounded HD 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…
3mo analysis · Full analysis span regression · Available span rolling