+373.4%
AMD vs MA
+70.6%
+302.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.3% |
| 7D | +13.1% | -1.8% | +14.9% | +13.6% |
| 30D | -7.0% | +11.0% | -18.0% | -8.7% |
| 3M | +16.6% | +17.9% | -1.3% | +12.7% |
| 6M | +20.5% | +33.2% | -12.6% | +12.0% |
| YTD | +158.2% | +16.5% | +141.7% | +155.3% |
| 1Y | +132.8% | +19.1% | +113.7% | +126.3% |
| All | +373.4% | +70.6% | +302.8% | +207.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling