+11,477.5%
AMD vs PH
+25,185.5%
-13,708.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +2.6% | -3.1% | +5.6% | +4.4% |
| 30D | -0.9% | -3.2% | +2.3% | +0.8% |
| 3M | -8.7% | +10.6% | -19.3% | -13.9% |
| 6M | +136.3% | -2.1% | +138.5% | +138.8% |
| YTD | +123.0% | +10.2% | +112.8% | +110.3% |
| 1Y | +195.2% | +28.2% | +167.0% | +152.8% |
| 3Y | +336.3% | +134.9% | +201.5% | +164.2% |
| 5Y | +334.5% | +253.6% | +80.8% | +112.0% |
| 10Y | +6,259.1% | +804.7% | +5,454.4% | +1,559.8% |
| All | +11,477.5% | +25,185.5% | -13,708.1% | +515.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling