+115.4%
AMD vs ON
+45.4%
+69.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.6% | -5.1% | -6.6% |
| 7D | +18.9% | +12.2% | +6.7% | +11.6% |
| 30D | -6.4% | -3.1% | -3.3% | -3.5% |
| 3M | +10.6% | -12.9% | +23.4% | +19.8% |
| 6M | +19.9% | -38.6% | +58.5% | +51.8% |
| YTD | +149.4% | +31.2% | +118.1% | +133.5% |
| 1Y | +115.4% | +47.6% | +67.7% | +92.9% |
| All | +115.4% | +45.4% | +69.9% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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