+195.2%
AMD vs PBR
+70.4%
+124.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.7% |
| 7D | +2.6% | +8.6% | -6.0% | +2.3% |
| 30D | -0.9% | +12.8% | -13.7% | -1.3% |
| 3M | -8.7% | +14.7% | -23.4% | -8.9% |
| 6M | +136.3% | +25.2% | +111.2% | +120.7% |
| YTD | +123.0% | +77.1% | +45.8% | +94.4% |
| 1Y | +195.2% | +69.6% | +125.6% | +155.0% |
| All | +195.2% | +70.4% | +124.8% | +155.0% |
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