+95.5%
AMD vs W
+21.5%
+74.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.0% | -10.0% | -2.2% |
| 7D | -15.5% | +8.4% | -23.9% | -17.5% |
| 30D | -22.6% | +16.5% | -39.1% | -26.1% |
| 3M | -5.7% | +6.4% | -12.2% | -7.8% |
| 6M | +43.1% | +90.5% | -47.4% | +11.1% |
| YTD | +128.2% | +23.1% | +105.2% | +108.1% |
| 1Y | +95.5% | +24.3% | +71.2% | +77.2% |
| All | +95.5% | +21.5% | +74.0% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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