+88.9%
AMD vs PM
+36.8%
+52.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +10.1% |
| 7D | -11.0% | -5.2% | -5.8% | -13.6% |
| 30D | -30.5% | +2.7% | -33.2% | -28.7% |
| 3M | -8.2% | +5.2% | -13.5% | -4.2% |
| 6M | +6.6% | +17.0% | -10.4% | +15.8% |
| YTD | +109.7% | +25.5% | +84.2% | +136.3% |
| 1Y | +88.9% | +35.5% | +53.4% | +128.6% |
| All | +88.9% | +36.8% | +52.1% | +128.6% |
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