+390.9%
AMD vs NTRS
+88.7%
+302.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| 6M | +157.1% | +34.7% | +122.4% | +110.6% |
| YTD | +143.3% | +37.2% | +106.1% | +96.2% |
| 1Y | +234.4% | +46.3% | +188.1% | +158.0% |
| 3Y | +391.2% | +163.2% | +228.0% | +150.9% |
| 5Y | +390.9% | +86.9% | +304.0% | +227.8% |
| All | +390.9% | +88.7% | +302.2% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling