+88.9%
AMD vs PPL
+1.2%
+87.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +10.8% |
| 7D | -11.0% | +0.4% | -11.5% | -10.7% |
| 30D | -30.5% | +5.4% | -35.9% | -28.9% |
| 3M | -8.2% | +4.3% | -12.5% | -6.2% |
| 6M | +6.6% | -1.3% | +7.9% | +7.7% |
| YTD | +109.7% | +4.7% | +105.0% | +104.0% |
| 1Y | +88.9% | +1.3% | +87.7% | +93.1% |
| All | +88.9% | +1.2% | +87.7% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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