+115.4%
AMD vs PBF
+90.5%
+24.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.2% | -8.8% |
| 7D | +18.9% | +6.5% | +12.5% | +18.8% |
| 30D | -6.4% | -20.0% | +13.6% | -6.8% |
| 3M | +10.6% | -3.3% | +13.9% | +10.8% |
| 6M | +19.9% | +76.8% | -56.9% | +26.5% |
| YTD | +149.4% | +168.9% | -19.6% | +144.0% |
| 1Y | +115.4% | +96.4% | +19.0% | +124.5% |
| All | +115.4% | +90.5% | +24.9% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling