+5,133.6%
AMD vs HIG
+1,002.1%
+4,131.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.0% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -0.9% | -3.2% | +2.3% | -0.2% |
| 3M | -8.7% | +9.1% | -17.9% | -11.4% |
| 6M | +136.3% | -1.8% | +138.1% | +134.8% |
| YTD | +123.0% | +1.8% | +121.2% | +118.9% |
| 1Y | +195.2% | +4.6% | +190.6% | +186.9% |
| 3Y | +336.3% | +101.6% | +234.7% | +254.5% |
| 5Y | +334.5% | +124.5% | +210.0% | +243.7% |
| 10Y | +6,259.1% | +317.8% | +5,941.3% | +3,972.6% |
| All | +5,133.6% | +1,002.1% | +4,131.6% | +1,974.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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