+115.4%
AMD vs M
+24.3%
+91.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -9.1% |
| 7D | +18.9% | +7.0% | +11.9% | +16.9% |
| 30D | -6.4% | +8.9% | -15.3% | -8.0% |
| 3M | +10.6% | +4.5% | +6.1% | +9.4% |
| 6M | +19.9% | +36.2% | -16.3% | +10.3% |
| YTD | +149.4% | +15.1% | +134.2% | +126.3% |
| 1Y | +115.4% | +27.4% | +87.9% | +96.2% |
| All | +115.4% | +24.3% | +91.1% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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