+88.9%
AMD vs HWM
+0.1%
+88.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.4% | +8.6% | +9.9% |
| 7D | -11.0% | +3.3% | -14.4% | -11.9% |
| 30D | -30.5% | -7.6% | -22.9% | -27.7% |
| 3M | -8.2% | -28.9% | +20.7% | +8.1% |
| 6M | +6.6% | -19.7% | +26.2% | +16.8% |
| YTD | +109.7% | +0.5% | +109.1% | +96.5% |
| 1Y | +88.9% | +0.3% | +88.7% | +74.6% |
| All | +88.9% | +0.1% | +88.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling