+136.3%
AMD vs T
-7.6%
+144.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +3.4% |
| 7D | +2.6% | -1.3% | +3.8% | +1.8% |
| 30D | -0.9% | +11.4% | -12.3% | +6.3% |
| 3M | -8.7% | +14.3% | -23.0% | +2.2% |
| 6M | +136.3% | -9.3% | +145.6% | +133.0% |
| All | +136.3% | -7.6% | +144.0% | +133.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling