+337.5%
AMD vs P
+276.6%
+60.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.0% |
| 7D | +2.6% | +6.5% | -4.0% | -0.7% |
| 30D | -0.9% | +18.8% | -19.8% | -10.7% |
| 3M | -8.7% | +26.7% | -35.5% | -19.7% |
| 6M | +136.3% | +62.2% | +74.2% | +79.8% |
| YTD | +123.0% | +48.5% | +74.5% | +75.0% |
| 1Y | +195.2% | +26.4% | +168.8% | +142.0% |
| 3Y | +336.3% | +159.4% | +176.9% | +105.1% |
| All | +337.5% | +276.6% | +60.9% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling