+43.1%
AMD vs MA
+36.3%
+6.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +5.8% |
| 7D | -15.5% | +10.2% | -25.7% | -4.4% |
| 30D | -22.6% | +19.3% | -42.0% | -3.2% |
| 3M | -5.7% | +18.0% | -23.7% | +16.7% |
| 6M | +43.1% | +33.7% | +9.4% | +134.4% |
| All | +43.1% | +36.3% | +6.8% | +134.4% |
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