+334.4%
AMD vs PANW
+165.3%
+169.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.0% | +10.7% | +13.4% |
| 7D | +6.5% | -6.8% | +13.3% | +9.6% |
| 30D | -15.3% | -22.1% | +6.8% | -7.8% |
| 3M | +9.7% | -15.2% | +25.0% | +15.4% |
| 6M | +13.2% | +57.0% | -43.8% | -4.1% |
| YTD | +140.6% | +77.2% | +63.4% | +94.2% |
| 1Y | +111.2% | +50.7% | +60.5% | +81.1% |
| 3Y | +334.4% | +157.5% | +177.0% | +203.4% |
| All | +334.4% | +165.3% | +169.1% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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