+4,821.0%
AMD vs HIG
+967.2%
+3,853.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.3% | +11.6% |
| 7D | -11.0% | +1.1% | -12.1% | -11.4% |
| 30D | -30.5% | +5.6% | -36.0% | -31.7% |
| 3M | -8.2% | -6.9% | -1.4% | -7.1% |
| 6M | +6.6% | +1.3% | +5.3% | +4.8% |
| YTD | +109.7% | -1.5% | +111.1% | +106.5% |
| 1Y | +88.9% | +6.6% | +82.3% | +82.0% |
| 3Y | +301.8% | +91.2% | +210.6% | +229.5% |
| 5Y | +229.4% | +106.1% | +123.3% | +165.2% |
| 10Y | +6,745.1% | +283.7% | +6,461.4% | +4,356.8% |
| All | +4,821.0% | +967.2% | +3,853.8% | +1,856.4% |
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