+331.1%
AMD vs ON
-25.0%
+356.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.2% |
| 7D | +2.6% | +2.4% | +0.1% | +1.3% |
| 30D | -0.9% | -3.3% | +2.4% | +0.8% |
| 3M | -8.7% | -43.6% | +34.9% | +19.5% |
| 6M | +136.3% | +19.0% | +117.4% | +114.8% |
| YTD | +123.0% | +37.4% | +85.6% | +87.0% |
| 1Y | +195.2% | +54.8% | +140.4% | +131.5% |
| All | +331.1% | -25.0% | +356.1% | +334.9% |
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 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