+331.1%
AMD vs P
+158.6%
+172.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.1% |
| 7D | +2.6% | +6.5% | -4.0% | -0.3% |
| 30D | -0.9% | +18.8% | -19.8% | -9.6% |
| 3M | -8.7% | +26.7% | -35.5% | -18.5% |
| 6M | +136.3% | +62.2% | +74.2% | +86.6% |
| YTD | +123.0% | +48.5% | +74.5% | +81.0% |
| 1Y | +195.2% | +26.4% | +168.8% | +148.7% |
| All | +331.1% | +158.6% | +172.5% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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