+348.1%
AMD vs NTR
+48.5%
+299.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.1% | +12.1% | +13.0% |
| 7D | +8.9% | +3.0% | +6.0% | +8.3% |
| 30D | -16.4% | +7.1% | -23.5% | -17.7% |
| 3M | +5.2% | +13.1% | -7.9% | +1.8% |
| 6M | +11.7% | +7.6% | +4.2% | +9.0% |
| YTD | +137.5% | +20.0% | +117.5% | +118.6% |
| 1Y | +117.8% | +30.2% | +87.6% | +94.8% |
| 3Y | +348.1% | +46.8% | +301.3% | +271.5% |
| All | +348.1% | +48.5% | +299.6% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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