+111.2%
AMD vs PBF
+82.1%
+29.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.0% | +16.8% | +14.7% |
| 7D | +6.5% | -15.3% | +21.8% | +6.3% |
| 30D | -15.3% | -21.8% | +6.5% | -15.5% |
| 3M | +9.7% | -0.2% | +9.9% | +10.3% |
| 6M | +13.2% | +63.6% | -50.4% | +20.1% |
| YTD | +140.6% | +147.5% | -7.0% | +141.0% |
| 1Y | +111.2% | +69.8% | +41.3% | +117.5% |
| All | +111.2% | +82.1% | +29.0% | +117.5% |
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