+195.2%
AMD vs NEM
+73.9%
+121.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.3% |
| 30D | -0.9% | +23.1% | -24.0% | -12.0% |
| 3M | -8.7% | +18.5% | -27.2% | -17.8% |
| 6M | +136.3% | +7.8% | +128.6% | +121.0% |
| YTD | +123.0% | +29.1% | +93.9% | +97.3% |
| 1Y | +195.2% | +72.7% | +122.5% | +148.6% |
| All | +195.2% | +73.9% | +121.3% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling