+136.3%
AMD vs HWM
-0.3%
+136.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.0% |
| 7D | +2.6% | -2.1% | +4.7% | +3.6% |
| 30D | -0.9% | -11.0% | +10.1% | +6.6% |
| 3M | -8.7% | +4.0% | -12.8% | -10.5% |
| 6M | +136.3% | -0.2% | +136.6% | +140.2% |
| All | +136.3% | -0.3% | +136.7% | +140.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling