+295.7%
AMD vs MKTX
-22.8%
+318.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +0.2% | -11.2% | -11.0% |
| 30D | -30.5% | +0.9% | -31.3% | -30.5% |
| 3M | -8.2% | +2.3% | -10.5% | -8.2% |
| 6M | +6.6% | +12.4% | -5.8% | +5.3% |
| YTD | +109.7% | -7.3% | +117.0% | +104.9% |
| 1Y | +88.9% | +1.8% | +87.1% | +85.4% |
| All | +295.7% | -22.8% | +318.5% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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