+88.9%
AMD vs S
+31.6%
+57.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.6% | +9.4% | +10.8% |
| 7D | -11.0% | -13.4% | +2.4% | -9.3% |
| 30D | -30.5% | -14.0% | -16.5% | -29.2% |
| 3M | -8.2% | +4.9% | -13.1% | -6.9% |
| 6M | +6.6% | +42.0% | -35.4% | +6.2% |
| YTD | +109.7% | +45.1% | +64.5% | +105.1% |
| 1Y | +88.9% | +33.1% | +55.8% | +84.5% |
| All | +88.9% | +31.6% | +57.3% | +84.5% |
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