+6,635.8%
AMD vs HWM
+1,494.1%
+5,141.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.9% |
| 7D | +2.6% | -2.1% | +4.7% | +3.1% |
| 30D | -0.9% | -11.0% | +10.1% | +3.5% |
| 3M | -8.7% | +4.0% | -12.8% | -10.4% |
| 6M | +136.3% | -0.2% | +136.6% | +135.5% |
| YTD | +123.0% | +26.7% | +96.3% | +102.1% |
| 1Y | +195.2% | +44.7% | +150.5% | +153.8% |
| 3Y | +336.3% | +426.1% | -89.8% | +127.7% |
| 5Y | +334.5% | +738.5% | -404.0% | +94.9% |
| All | +6,635.8% | +1,494.1% | +5,141.7% | +2,194.4% |
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 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