+95.5%
AMD vs PM
+48.8%
+46.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +2.0% |
| 7D | -15.5% | +4.3% | -19.8% | -13.2% |
| 30D | -22.6% | +11.5% | -34.1% | -16.9% |
| 3M | -5.7% | +13.0% | -18.8% | +2.5% |
| 6M | +43.1% | +25.9% | +17.2% | +61.9% |
| YTD | +128.2% | +34.0% | +94.2% | +168.2% |
| 1Y | +95.5% | +46.9% | +48.6% | +152.4% |
| All | +95.5% | +48.8% | +46.7% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling