+1,475.6%
AMD vs PBR
+1,647.6%
-172.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.5% | +11.5% |
| 7D | -11.0% | -16.0% | +4.9% | -5.9% |
| 30D | -30.5% | -22.8% | -7.7% | -25.1% |
| 3M | -8.2% | +3.0% | -11.2% | -10.5% |
| 6M | +6.6% | -8.1% | +14.6% | +7.2% |
| YTD | +109.7% | +63.1% | +46.5% | +73.9% |
| 1Y | +88.9% | +59.3% | +29.7% | +57.3% |
| 3Y | +301.8% | +66.1% | +235.7% | +222.9% |
| 5Y | +229.4% | +495.8% | -266.5% | +63.0% |
| 10Y | +6,745.1% | +514.7% | +6,230.4% | +2,573.8% |
| All | +1,475.6% | +1,647.6% | -172.0% | +210.1% |
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