+331.1%
AMD vs S
+16.9%
+314.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.6% |
| 7D | +2.6% | -7.7% | +10.3% | +4.7% |
| 30D | -0.9% | -5.3% | +4.4% | -0.2% |
| 3M | -8.7% | +20.3% | -29.0% | -14.4% |
| 6M | +136.3% | +47.4% | +89.0% | +105.2% |
| YTD | +123.0% | +32.5% | +90.5% | +98.8% |
| 1Y | +195.2% | +9.5% | +185.6% | +177.8% |
| All | +331.1% | +16.9% | +314.2% | +280.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling