+1,575.7%
AMD vs PBR
+1,797.5%
-221.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +5.3% |
| 7D | +2.6% | +8.6% | -6.0% | -0.3% |
| 30D | -0.9% | +12.8% | -13.7% | -5.0% |
| 3M | -8.7% | +14.7% | -23.4% | -13.1% |
| 6M | +136.3% | +25.2% | +111.2% | +116.2% |
| YTD | +123.0% | +77.1% | +45.8% | +82.4% |
| 1Y | +195.2% | +69.6% | +125.6% | +143.7% |
| 3Y | +336.3% | +95.6% | +240.8% | +236.0% |
| 5Y | +334.5% | +501.8% | -167.3% | +115.5% |
| 10Y | +6,259.1% | +640.6% | +5,618.6% | +2,240.5% |
| All | +1,575.7% | +1,797.5% | -221.8% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling