+331.1%
AMD vs WAB
+153.4%
+177.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.1% |
| 7D | +2.6% | -3.2% | +5.8% | +5.3% |
| 30D | -0.9% | -4.4% | +3.5% | +2.7% |
| 3M | -8.7% | +7.9% | -16.6% | -14.5% |
| 6M | +136.3% | +8.7% | +127.6% | +119.8% |
| YTD | +123.0% | +33.0% | +90.0% | +75.3% |
| 1Y | +195.2% | +46.7% | +148.5% | +114.0% |
| All | +331.1% | +153.4% | +177.7% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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