+459.1%
AMD vs PL
+84.9%
+374.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +5.9% | +5.0% |
| 7D | +2.6% | -9.3% | +11.9% | +4.6% |
| 30D | -0.9% | -18.9% | +18.0% | +3.3% |
| 3M | -8.7% | -58.4% | +49.7% | +8.1% |
| 6M | +136.3% | -30.3% | +166.6% | +149.4% |
| YTD | +123.0% | -8.1% | +131.1% | +122.3% |
| 1Y | +195.2% | +180.5% | +14.7% | +130.6% |
| 3Y | +336.3% | +444.1% | -107.8% | +167.1% |
| 5Y | +334.5% | +83.0% | +251.4% | +196.0% |
| All | +459.1% | +84.9% | +374.3% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling