+394.8%
AMD vs LYV
+109.2%
+285.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.2% |
| 7D | +14.0% | -5.3% | +19.4% | +17.3% |
| 30D | +11.0% | -7.9% | +18.9% | +15.8% |
| 3M | +9.6% | +4.5% | +5.1% | +5.6% |
| 6M | +157.1% | +2.5% | +154.6% | +150.1% |
| YTD | +143.3% | +19.3% | +124.0% | +116.4% |
| 1Y | +234.4% | -0.2% | +234.6% | +229.7% |
| All | +394.8% | +109.2% | +285.6% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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