+6.6%
AMD vs MO
+9.0%
-2.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +12.9% | +8.3% |
| 7D | -11.0% | -2.4% | -8.6% | -14.2% |
| 30D | -30.5% | +9.7% | -40.2% | -19.3% |
| 3M | -8.2% | +14.1% | -22.4% | +13.0% |
| 6M | +6.6% | +11.9% | -5.3% | +32.6% |
| All | +6.6% | +9.0% | -2.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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