-16.1%
AMD vs HWM
-30.5%
+14.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.9% | -11.3% | -16.2% |
| 7D | -28.6% | -2.4% | -26.2% | -27.3% |
| 30D | -37.7% | -13.3% | -24.5% | -37.2% |
| 3M | -16.1% | -31.0% | +14.9% | -16.0% |
| All | -16.1% | -30.5% | +14.4% | -16.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling