+337.5%
AMD vs PR
+433.6%
-96.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.1% |
| 7D | +2.6% | +2.9% | -0.3% | +1.8% |
| 30D | -0.9% | +18.0% | -19.0% | -5.3% |
| 3M | -8.7% | +16.9% | -25.6% | -12.6% |
| 6M | +136.3% | +28.2% | +108.1% | +118.0% |
| YTD | +123.0% | +69.3% | +53.7% | +89.4% |
| 1Y | +195.2% | +69.5% | +125.7% | +149.3% |
| 3Y | +336.3% | +81.7% | +254.6% | +251.9% |
| All | +337.5% | +433.6% | -96.1% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling