+199.0%
AMD vs TW
+37.3%
+161.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +11.0% |
| 7D | -11.0% | +4.2% | -15.3% | -12.4% |
| 30D | -30.5% | +18.9% | -49.4% | -35.0% |
| 3M | -8.2% | +23.8% | -32.0% | -15.8% |
| 6M | +6.6% | +17.0% | -10.5% | -2.2% |
| YTD | +109.7% | +19.2% | +90.4% | +86.7% |
| 1Y | +88.9% | +20.1% | +68.8% | +67.0% |
| 3Y | +301.8% | +40.5% | +261.3% | +192.4% |
| All | +199.0% | +37.3% | +161.7% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling