+108.5%
AMD vs XYZ
+32.9%
+75.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.6% | +9.7% | +12.3% |
| 7D | +8.9% | +14.9% | -6.0% | +5.7% |
| 30D | -16.4% | +14.7% | -31.0% | -18.9% |
| 3M | +5.2% | +12.1% | -6.9% | +2.3% |
| 6M | +11.7% | +18.3% | -6.6% | +5.8% |
| YTD | +137.5% | +36.1% | +101.4% | +116.0% |
| All | +108.5% | +32.9% | +75.6% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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