+337.4%
AMD vs USB
+94.5%
+242.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.1% |
| 7D | -15.5% | +2.4% | -17.9% | -16.4% |
| 30D | -22.6% | +6.6% | -29.2% | -25.1% |
| 3M | -5.7% | -4.1% | -1.7% | -4.1% |
| 6M | +43.1% | +12.5% | +30.6% | +33.8% |
| YTD | +128.2% | +17.6% | +110.6% | +106.2% |
| 1Y | +95.5% | +36.5% | +59.0% | +61.8% |
| All | +337.4% | +94.5% | +242.9% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling