+88.9%
AMD vs MA
+19.4%
+69.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +10.8% |
| 7D | -11.0% | +2.3% | -13.3% | -9.5% |
| 30D | -30.5% | +14.7% | -45.1% | -23.9% |
| 3M | -8.2% | +13.5% | -21.7% | +0.1% |
| 6M | +6.6% | +33.1% | -26.6% | +29.4% |
| YTD | +109.7% | +15.1% | +94.6% | +143.8% |
| 1Y | +88.9% | +18.7% | +70.2% | +119.0% |
| All | +88.9% | +19.4% | +69.5% | +119.0% |
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