+334.4%
AMD vs WAB
+175.0%
+159.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +7.0% | +7.7% | +8.3% |
| 7D | +6.5% | +4.0% | +2.5% | +4.0% |
| 30D | -15.3% | +6.3% | -21.6% | -18.6% |
| 3M | +9.7% | +3.3% | +6.4% | +7.8% |
| 6M | +13.2% | +14.5% | -1.3% | +1.7% |
| YTD | +140.6% | +42.7% | +97.9% | +78.1% |
| 1Y | +111.2% | +45.2% | +66.0% | +53.9% |
| 3Y | +334.4% | +173.8% | +160.7% | +89.9% |
| All | +334.4% | +175.0% | +159.4% | +89.9% |
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