+331.1%
AMD vs MDY
+48.1%
+283.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.5% |
| 7D | +2.6% | +0.1% | +2.4% | +2.3% |
| 30D | -0.9% | -1.5% | +0.6% | +1.5% |
| 3M | -8.7% | +0.8% | -9.5% | -8.3% |
| 6M | +136.3% | +7.4% | +128.9% | +118.8% |
| YTD | +123.0% | +15.2% | +107.8% | +87.4% |
| 1Y | +195.2% | +16.5% | +178.6% | +144.4% |
| All | +331.1% | +48.1% | +283.0% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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