+132.8%
AMD vs S
+38.7%
+94.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +7.0% |
| 7D | +13.1% | +1.2% | +11.9% | +12.9% |
| 30D | -7.0% | -7.3% | +0.4% | -6.6% |
| 3M | +16.6% | +5.9% | +10.7% | +17.1% |
| 6M | +20.5% | +45.6% | -25.1% | +18.5% |
| YTD | +158.2% | +58.5% | +99.6% | +148.5% |
| 1Y | +132.8% | +37.6% | +95.2% | +124.1% |
| All | +132.8% | +38.7% | +94.1% | +124.1% |
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