+6.6%
AMD vs ON
-38.3%
+44.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.6% | +10.7% |
| 7D | -11.0% | -11.7% | +0.6% | -2.9% |
| 30D | -30.5% | -23.3% | -7.2% | -17.4% |
| 3M | -8.2% | -19.2% | +11.0% | +4.9% |
| 6M | +6.6% | -40.1% | +46.7% | +39.8% |
| All | +6.6% | -38.3% | +44.9% | +39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling