+1,707.8%
AMD vs PBR
+1,624.0%
+83.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.3% | +16.1% | +15.2% |
| 7D | +6.5% | -13.3% | +19.8% | +11.4% |
| 30D | -15.3% | -27.7% | +12.5% | -6.8% |
| 3M | +9.7% | +2.7% | +7.1% | +7.1% |
| 6M | +13.2% | -6.7% | +19.9% | +13.3% |
| YTD | +140.6% | +60.9% | +79.6% | +100.3% |
| 1Y | +111.2% | +46.6% | +64.6% | +80.7% |
| 3Y | +334.4% | +69.1% | +265.4% | +247.0% |
| 5Y | +268.3% | +469.6% | -201.3% | +84.8% |
| 10Y | +8,077.9% | +523.4% | +7,554.5% | +3,068.7% |
| All | +1,707.8% | +1,624.0% | +83.8% | +257.1% |
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