+199.0%
AMD vs PH
+197.3%
+1.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.9% | +8.2% | +8.6% |
| 7D | -11.0% | +2.0% | -13.0% | -12.5% |
| 30D | -30.5% | -3.7% | -26.8% | -28.0% |
| 3M | -8.2% | -14.0% | +5.8% | +4.7% |
| 6M | +6.6% | +2.1% | +4.5% | +4.8% |
| YTD | +109.7% | +5.1% | +104.6% | +99.4% |
| 1Y | +88.9% | +10.9% | +78.0% | +70.9% |
| 3Y | +301.8% | +132.9% | +168.9% | +79.9% |
| All | +199.0% | +197.3% | +1.8% | -5.3% |
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 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