+111.2%
AMD vs PFE
+25.2%
+86.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.1% | +14.8% | +14.7% |
| 7D | +6.5% | -2.1% | +8.6% | +5.7% |
| 30D | -15.3% | +3.8% | -19.1% | -13.4% |
| 3M | +9.7% | +8.5% | +1.2% | +14.2% |
| 6M | +13.2% | +16.3% | -3.1% | +22.4% |
| YTD | +140.6% | +24.0% | +116.6% | +159.1% |
| 1Y | +111.2% | +26.6% | +84.6% | +125.5% |
| All | +111.2% | +25.2% | +86.0% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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