+95.5%
AMD vs PBR
+74.7%
+20.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +0.7% |
| 7D | -15.5% | -11.0% | -4.5% | -15.9% |
| 30D | -22.6% | -18.8% | -3.9% | -23.5% |
| 3M | -5.7% | +7.8% | -13.6% | -6.9% |
| 6M | +43.1% | -7.6% | +50.7% | +42.4% |
| YTD | +128.2% | +72.7% | +55.6% | +92.5% |
| 1Y | +95.5% | +72.9% | +22.5% | +64.9% |
| All | +95.5% | +74.7% | +20.8% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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