+199.0%
AMD vs NWSA
+12.8%
+186.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.4% | +11.2% |
| 7D | -11.0% | -9.4% | -1.7% | -5.0% |
| 30D | -30.5% | -7.8% | -22.7% | -26.8% |
| 3M | -8.2% | -10.8% | +2.5% | -2.2% |
| 6M | +6.6% | +1.1% | +5.5% | +1.6% |
| YTD | +109.7% | +1.8% | +107.9% | +97.4% |
| 1Y | +88.9% | +6.0% | +82.9% | +71.3% |
| 3Y | +301.8% | +24.6% | +277.2% | +214.6% |
| All | +199.0% | +12.8% | +186.3% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling