+2,227.5%
AMD vs WAB
+4,027.3%
-1,799.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.6% | -11.7% | -14.8% |
| 7D | -28.6% | -2.5% | -26.1% | -27.5% |
| 30D | -37.7% | -4.4% | -33.4% | -36.2% |
| 3M | -16.1% | -5.9% | -10.2% | -13.4% |
| 6M | +13.8% | +5.9% | +7.9% | +11.8% |
| YTD | +88.8% | +30.9% | +57.9% | +68.7% |
| 1Y | +57.8% | +35.8% | +22.0% | +38.8% |
| 3Y | +260.3% | +154.0% | +106.3% | +143.9% |
| 5Y | +196.6% | +203.9% | -7.3% | +88.7% |
| 10Y | +6,064.6% | +286.7% | +5,777.9% | +3,119.8% |
| All | +2,227.5% | +4,027.3% | -1,799.8% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling