+337.4%
AMD vs PL
+459.7%
-122.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +2.3% |
| 7D | -15.5% | -11.7% | -3.8% | -13.3% |
| 30D | -22.6% | -27.1% | +4.5% | -17.6% |
| 3M | -5.7% | -44.6% | +38.8% | +5.6% |
| 6M | +43.1% | -67.2% | +110.3% | +74.8% |
| YTD | +128.2% | -35.9% | +164.1% | +147.5% |
| 1Y | +95.5% | -0.4% | +95.9% | +97.2% |
| All | +337.4% | +459.7% | -122.3% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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