+199.0%
AMD vs HWM
+522.4%
-323.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.5% | +9.5% |
| 7D | -11.0% | +3.4% | -14.4% | -12.8% |
| 30D | -30.5% | -7.5% | -22.9% | -27.1% |
| 3M | -8.2% | -28.9% | +20.7% | +12.1% |
| 6M | +6.6% | -19.6% | +26.2% | +19.5% |
| YTD | +109.7% | +0.6% | +109.1% | +100.6% |
| 1Y | +88.9% | +0.3% | +88.6% | +80.7% |
| 3Y | +301.8% | +326.1% | -24.3% | +22.0% |
| All | +199.0% | +522.4% | -323.3% | -40.1% |
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