+337.5%
AMD vs PH
+254.3%
+83.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.9% |
| 7D | +2.6% | -3.1% | +5.6% | +5.2% |
| 30D | -0.9% | -3.2% | +2.3% | +1.4% |
| 3M | -8.7% | +10.6% | -19.3% | -16.4% |
| 6M | +136.3% | -2.1% | +138.5% | +138.5% |
| YTD | +123.0% | +10.2% | +112.8% | +103.1% |
| 1Y | +195.2% | +28.2% | +167.0% | +132.4% |
| 3Y | +336.3% | +134.9% | +201.5% | +96.4% |
| All | +337.5% | +254.3% | +83.2% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling