+394.8%
AMD vs NTRS
+161.8%
+233.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +14.0% | +0.9% | +13.2% | +13.3% |
| 30D | +11.0% | -1.2% | +12.2% | +11.8% |
| 3M | +9.6% | +8.8% | +0.8% | +4.0% |
| 6M | +157.1% | +34.7% | +122.4% | +113.4% |
| YTD | +143.3% | +37.2% | +106.1% | +99.1% |
| 1Y | +234.4% | +46.3% | +188.1% | +162.7% |
| All | +394.8% | +161.8% | +233.0% | +188.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling