+401.2%
AMD vs NWSA
+29.1%
+372.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.1% | +7.9% | +6.7% |
| 7D | +44.7% | -0.8% | +45.5% | +45.1% |
| 30D | -3.3% | -11.3% | +8.0% | +1.7% |
| 3M | +21.2% | -8.1% | +29.3% | +25.4% |
| 6M | +30.6% | -0.7% | +31.2% | +28.4% |
| YTD | +173.3% | +1.3% | +172.0% | +164.8% |
| 1Y | +126.1% | -1.3% | +127.4% | +123.2% |
| All | +401.2% | +29.1% | +372.0% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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