+231.6%
AMD vs NTRS
+51.4%
+180.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.8% |
| 7D | +8.1% | +1.4% | +6.7% | +7.1% |
| 30D | +6.9% | -0.7% | +7.5% | +7.3% |
| 3M | +5.7% | +11.3% | -5.7% | -1.4% |
| 6M | +152.0% | +35.5% | +116.4% | +106.0% |
| YTD | +141.0% | +40.6% | +100.4% | +91.4% |
| 1Y | +231.6% | +49.2% | +182.3% | +158.2% |
| All | +231.6% | +51.4% | +180.1% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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