+196.6%
AMD vs W
-55.2%
+251.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.2% | -9.0% | -14.8% |
| 7D | -28.6% | -5.6% | -23.0% | -27.1% |
| 30D | -37.7% | +7.5% | -45.2% | -38.9% |
| 3M | -16.1% | +5.4% | -21.5% | -17.7% |
| 6M | +13.8% | +79.4% | -65.6% | -6.7% |
| YTD | +88.8% | +12.9% | +75.9% | +75.5% |
| 1Y | +57.8% | +12.4% | +45.4% | +45.9% |
| 3Y | +260.3% | +128.5% | +131.8% | +135.1% |
| 5Y | +196.6% | -54.0% | +250.6% | +196.2% |
| All | +196.6% | -55.2% | +251.8% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling