+195.2%
AMD vs PH
+30.5%
+164.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +2.6% | -3.1% | +5.6% | +4.3% |
| 30D | -0.9% | -3.2% | +2.3% | +0.8% |
| 3M | -8.7% | +10.6% | -19.3% | -12.7% |
| 6M | +136.3% | -2.1% | +138.5% | +131.9% |
| YTD | +123.0% | +10.2% | +112.8% | +117.4% |
| 1Y | +195.2% | +28.2% | +167.0% | +186.2% |
| All | +195.2% | +30.5% | +164.7% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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