+373.4%
AMD vs M
+159.6%
+213.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.6% |
| 7D | +13.1% | -3.3% | +16.4% | +14.5% |
| 30D | -7.0% | +8.1% | -15.0% | -9.0% |
| 3M | +16.6% | +2.2% | +14.4% | +15.4% |
| 6M | +20.5% | +35.1% | -14.6% | +9.3% |
| YTD | +158.2% | +15.8% | +142.3% | +142.7% |
| 1Y | +132.8% | +25.8% | +106.9% | +112.7% |
| All | +373.4% | +159.6% | +213.9% | +251.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling