+9.7%
AMD vs TDY
-6.9%
+16.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.5% | +10.3% | +7.3% |
| 7D | +6.5% | -2.6% | +9.1% | +7.6% |
| 30D | -15.3% | +5.3% | -20.6% | -19.2% |
| 3M | +9.7% | -6.4% | +16.1% | +25.1% |
| All | +9.7% | -6.9% | +16.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3mo: compounded portfolio wealth divided by compounded TDY 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…
3mo analysis · Full analysis span regression · Available span rolling