+331.1%
AMD vs HWM
+426.8%
-95.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.9% |
| 7D | +2.6% | -2.1% | +4.7% | +3.3% |
| 30D | -0.9% | -11.0% | +10.1% | +5.1% |
| 3M | -8.7% | +4.0% | -12.8% | -10.9% |
| 6M | +136.3% | -0.2% | +136.6% | +134.8% |
| YTD | +123.0% | +26.7% | +96.3% | +95.1% |
| 1Y | +195.2% | +44.7% | +150.5% | +140.7% |
| All | +331.1% | +426.8% | -95.7% | +108.9% |
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