+5,603.8%
AMD vs HWM
+1,135.2%
+4,468.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.9% | -11.3% | -14.9% |
| 7D | -28.6% | -2.4% | -26.2% | -27.8% |
| 30D | -37.7% | -13.3% | -24.5% | -34.2% |
| 3M | -16.1% | -31.0% | +14.9% | -3.8% |
| 6M | +13.8% | -17.1% | +31.0% | +21.6% |
| YTD | +88.8% | -1.9% | +90.7% | +87.9% |
| 1Y | +57.8% | -2.4% | +60.2% | +57.3% |
| 3Y | +260.3% | +322.2% | -61.9% | +104.1% |
| 5Y | +196.6% | +509.8% | -313.2% | +49.0% |
| 10Y | +6,064.6% | +1,453.8% | +4,610.8% | +2,233.9% |
| All | +5,603.8% | +1,135.2% | +4,468.6% | +2,033.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling