+195.2%
AMD vs LEN
-37.1%
+232.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.7% |
| 7D | +2.6% | -3.2% | +5.8% | +2.7% |
| 30D | -0.9% | -4.9% | +4.0% | -0.7% |
| 3M | -8.7% | -8.5% | -0.2% | -8.2% |
| 6M | +136.3% | -20.7% | +157.0% | +122.7% |
| YTD | +123.0% | -17.4% | +140.4% | +116.6% |
| 1Y | +195.2% | -38.2% | +233.4% | +148.0% |
| All | +195.2% | -37.1% | +232.3% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling