+331.1%
AMD vs PM
+117.4%
+213.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.6% | +4.2% |
| 7D | +2.6% | -4.9% | +7.5% | +1.3% |
| 30D | -0.9% | -3.4% | +2.5% | -1.7% |
| 3M | -8.7% | +5.2% | -13.9% | -7.5% |
| 6M | +136.3% | +3.7% | +132.6% | +138.4% |
| YTD | +123.0% | +15.8% | +107.2% | +128.5% |
| 1Y | +195.2% | +17.4% | +177.8% | +204.5% |
| All | +331.1% | +117.4% | +213.6% | +344.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling