+331.1%
AMD vs LEN
-24.6%
+355.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.0% |
| 7D | +2.6% | -3.2% | +5.8% | +3.4% |
| 30D | -0.9% | -4.9% | +4.0% | +0.1% |
| 3M | -8.7% | -8.5% | -0.2% | -7.0% |
| 6M | +136.3% | -20.7% | +157.0% | +147.4% |
| YTD | +123.0% | -17.4% | +140.4% | +129.4% |
| 1Y | +195.2% | -38.2% | +233.4% | +226.6% |
| All | +331.1% | -24.6% | +355.7% | +265.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling