-36.0%
AMD vs PM
+8.0%
-44.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.6% | -12.6% | -16.4% |
| 7D | -28.6% | -3.4% | -25.2% | -26.9% |
| 30D | -37.7% | +5.8% | -43.6% | -29.6% |
| All | -36.0% | +8.0% | -44.0% | -27.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling