+196.6%
AMD vs HWM
+538.5%
-341.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.9% | -11.3% | -13.6% |
| 7D | -28.6% | -2.4% | -26.2% | -27.4% |
| 30D | -37.7% | -13.3% | -24.5% | -32.2% |
| 3M | -16.1% | -31.0% | +14.9% | +4.2% |
| 6M | +13.8% | -17.1% | +31.0% | +25.3% |
| YTD | +88.8% | -1.9% | +90.7% | +83.4% |
| 1Y | +57.8% | -2.4% | +60.2% | +53.5% |
| 3Y | +260.3% | +322.2% | -61.9% | +11.1% |
| 5Y | +196.6% | +509.8% | -313.2% | -38.4% |
| All | +196.6% | +538.5% | -341.9% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling