+376.3%
AMD vs PBR
+527.8%
-151.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +5.3% |
| 7D | +10.0% | +2.5% | +7.6% | +9.5% |
| 30D | +4.6% | +19.4% | -14.8% | +1.2% |
| 3M | +3.1% | +20.8% | -17.7% | -0.6% |
| 6M | +162.8% | +23.5% | +139.3% | +149.8% |
| YTD | +136.2% | +83.4% | +52.8% | +107.0% |
| 1Y | +234.0% | +77.6% | +156.5% | +193.6% |
| 3Y | +376.7% | +99.9% | +276.9% | +305.6% |
| 5Y | +376.3% | +567.7% | -191.4% | +214.2% |
| All | +376.3% | +527.8% | -151.4% | +214.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling