+261.9%
AMD vs T
+60.2%
+201.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | 0.0% | -17.2% | -17.3% |
| 7D | -28.6% | +4.3% | -32.9% | -27.1% |
| 30D | -37.7% | -9.7% | -28.1% | -39.9% |
| 3M | -16.1% | -4.3% | -11.8% | -16.6% |
| 6M | +13.8% | -13.7% | +27.5% | +10.0% |
| YTD | +88.8% | -8.0% | +96.8% | +87.5% |
| 1Y | +57.8% | -6.9% | +64.7% | +57.6% |
| All | +261.9% | +60.2% | +201.6% | +344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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