+331.1%
AMD vs PPL
+57.3%
+273.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +2.7% | -0.1% | +3.0% |
| 30D | -0.9% | +0.5% | -1.4% | -0.8% |
| 3M | -8.7% | +0.7% | -9.4% | -8.6% |
| 6M | +136.3% | -7.6% | +143.9% | +135.3% |
| YTD | +123.0% | +1.8% | +121.2% | +122.4% |
| 1Y | +195.2% | -0.8% | +195.9% | +194.6% |
| All | +331.1% | +57.3% | +273.8% | +359.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling