+261.9%
AMD vs ON
-8.2%
+270.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -11.6% | -5.7% | -10.9% |
| 7D | -28.6% | -16.3% | -12.3% | -20.7% |
| 30D | -37.7% | -27.0% | -10.7% | -25.6% |
| 3M | -16.1% | -18.1% | +2.0% | -6.4% |
| 6M | +13.8% | -38.6% | +52.5% | +44.9% |
| YTD | +88.8% | +16.4% | +72.5% | +71.3% |
| 1Y | +57.8% | +25.8% | +31.9% | +37.0% |
| All | +261.9% | -8.2% | +270.1% | +230.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling