+337.5%
AMD vs T
+67.4%
+270.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.5% |
| 7D | +2.6% | -1.3% | +3.8% | +2.5% |
| 30D | -0.9% | +11.4% | -12.3% | 0.0% |
| 3M | -8.7% | +14.3% | -23.0% | -7.4% |
| 6M | +136.3% | -9.3% | +145.6% | +138.1% |
| YTD | +123.0% | +7.1% | +115.9% | +124.7% |
| 1Y | +195.2% | -9.1% | +204.3% | +199.6% |
| 3Y | +336.3% | +105.3% | +231.0% | +289.1% |
| All | +337.5% | +67.4% | +270.2% | +314.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling