+95.5%
AMD vs MA
+24.3%
+71.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +3.6% |
| 7D | -15.5% | +10.2% | -25.7% | -9.7% |
| 30D | -22.6% | +19.3% | -42.0% | -13.1% |
| 3M | -5.7% | +18.0% | -23.7% | +5.4% |
| 6M | +43.1% | +33.7% | +9.4% | +76.3% |
| YTD | +128.2% | +18.6% | +109.6% | +170.6% |
| 1Y | +95.5% | +22.5% | +73.0% | +130.6% |
| All | +95.5% | +24.3% | +71.2% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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