+13.8%
AMD vs MA
+31.3%
-17.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.5% | -14.8% | -19.7% |
| 7D | -28.6% | +3.2% | -31.8% | -25.5% |
| 30D | -37.7% | +15.9% | -53.7% | -24.8% |
| 3M | -16.1% | +15.2% | -31.3% | +0.8% |
| 6M | +13.8% | +32.4% | -18.5% | +85.7% |
| All | +13.8% | +31.3% | -17.5% | +85.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling