+337.5%
AMD vs TPR
+239.8%
+97.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | -2.3% | +4.9% | +3.7% |
| 30D | -0.9% | -23.0% | +22.0% | +11.1% |
| 3M | -8.7% | -12.5% | +3.7% | -4.7% |
| 6M | +136.3% | -21.4% | +157.8% | +160.0% |
| YTD | +123.0% | -3.5% | +126.5% | +118.8% |
| 1Y | +195.2% | +17.4% | +177.8% | +160.1% |
| 3Y | +336.3% | +291.3% | +45.1% | +90.0% |
| All | +337.5% | +239.8% | +97.7% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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