+331.1%
AMD vs RF
+86.8%
+244.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | +1.3% | +1.3% | +2.0% |
| 30D | -0.9% | -3.6% | +2.7% | +0.5% |
| 3M | -8.7% | +8.1% | -16.8% | -12.0% |
| 6M | +136.3% | +11.5% | +124.9% | +123.9% |
| YTD | +123.0% | +15.6% | +107.4% | +106.2% |
| 1Y | +195.2% | +15.7% | +179.5% | +171.9% |
| All | +331.1% | +86.8% | +244.3% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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