+126.1%
AMD vs TW
+19.3%
+106.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +6.3% |
| 7D | +44.7% | +3.2% | +41.5% | +47.1% |
| 30D | -3.3% | +19.7% | -23.0% | +6.9% |
| 3M | +21.2% | +26.8% | -5.6% | +38.3% |
| 6M | +30.6% | +20.9% | +9.7% | +48.1% |
| YTD | +173.3% | +22.9% | +150.4% | +220.3% |
| 1Y | +126.1% | +20.4% | +105.7% | +162.5% |
| All | +126.1% | +19.3% | +106.8% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling