+331.1%
AMD vs USB
+95.2%
+235.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +4.9% | +4.8% |
| 7D | +2.6% | +1.4% | +1.1% | +1.9% |
| 30D | -0.9% | -1.3% | +0.4% | -0.4% |
| 3M | -8.7% | +15.2% | -24.0% | -14.7% |
| 6M | +136.3% | +18.8% | +117.5% | +117.0% |
| YTD | +123.0% | +21.0% | +102.0% | +101.9% |
| 1Y | +195.2% | +34.0% | +161.2% | +152.9% |
| All | +331.1% | +95.2% | +235.9% | +223.2% |
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