+136.3%
AMD vs PG
-6.8%
+143.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.6% |
| 7D | +2.6% | +1.9% | +0.7% | +3.2% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | -8.7% | +4.8% | -13.5% | -11.4% |
| 6M | +136.3% | -6.1% | +142.4% | +147.7% |
| All | +136.3% | -6.8% | +143.1% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 6mo: compounded portfolio wealth divided by compounded PG 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…
6mo analysis · Full analysis span regression · 6 months rolling