+301.8%
AMD vs PH
+135.3%
+166.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.9% | +8.2% | +8.7% |
| 7D | -11.0% | +2.0% | -13.0% | -12.4% |
| 30D | -30.5% | -3.7% | -26.8% | -28.1% |
| 3M | -8.2% | -14.0% | +5.8% | +3.8% |
| 6M | +6.6% | +2.1% | +4.5% | +5.1% |
| YTD | +109.7% | +5.1% | +104.6% | +100.3% |
| 1Y | +88.9% | +10.9% | +78.0% | +72.4% |
| 3Y | +301.8% | +132.9% | +168.9% | +118.3% |
| All | +301.8% | +135.3% | +166.5% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling