+199.0%
AMD vs TRV
+171.3%
+27.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +12.9% | +11.1% |
| 7D | -11.0% | -0.3% | -10.8% | -11.0% |
| 30D | -30.5% | +9.6% | -40.1% | -30.8% |
| 3M | -8.2% | +2.7% | -11.0% | -8.3% |
| 6M | +6.6% | +32.0% | -25.5% | +3.4% |
| YTD | +109.7% | +37.8% | +71.9% | +100.9% |
| 1Y | +88.9% | +45.2% | +43.7% | +78.5% |
| 3Y | +301.8% | +145.3% | +156.6% | +219.6% |
| All | +199.0% | +171.3% | +27.8% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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