+13.8%
AMD vs PM
+20.5%
-6.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.6% | -12.6% | -20.8% |
| 7D | -28.6% | -3.4% | -25.2% | -30.7% |
| 30D | -37.7% | +5.8% | -43.6% | -33.0% |
| 3M | -16.1% | +6.7% | -22.8% | -8.6% |
| 6M | +13.8% | +19.9% | -6.1% | +37.7% |
| All | +13.8% | +20.5% | -6.7% | +37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling