+301.8%
AMD vs HWM
+330.6%
-28.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.4% | +8.6% | +9.8% |
| 7D | -11.0% | +3.3% | -14.4% | -12.3% |
| 30D | -30.5% | -7.6% | -22.9% | -27.7% |
| 3M | -8.2% | -28.9% | +20.7% | +7.9% |
| 6M | +6.6% | -19.7% | +26.2% | +17.1% |
| YTD | +109.7% | +0.5% | +109.1% | +103.6% |
| 1Y | +88.9% | +0.3% | +88.7% | +83.4% |
| 3Y | +301.8% | +325.8% | -24.0% | +120.0% |
| All | +301.8% | +330.6% | -28.8% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling