+95.5%
AMD vs S
+36.5%
+59.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -15.5% | -8.2% | -7.3% | -14.8% |
| 30D | -22.6% | -7.6% | -15.0% | -22.2% |
| 3M | -5.7% | +12.0% | -17.7% | -5.7% |
| 6M | +43.1% | +50.6% | -7.5% | +40.0% |
| YTD | +128.2% | +56.6% | +71.6% | +119.3% |
| 1Y | +95.5% | +39.2% | +56.2% | +87.8% |
| All | +95.5% | +36.5% | +59.0% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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