+337.5%
AMD vs XYZ
-69.4%
+406.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.0% |
| 7D | +2.6% | -1.0% | +3.5% | +2.8% |
| 30D | -0.9% | -1.7% | +0.8% | -0.7% |
| 3M | -8.7% | +16.7% | -25.5% | -15.0% |
| 6M | +136.3% | +26.9% | +109.5% | +111.6% |
| YTD | +123.0% | +27.1% | +95.8% | +96.2% |
| 1Y | +195.2% | +9.3% | +185.9% | +175.8% |
| 3Y | +336.3% | +42.3% | +294.1% | +235.0% |
| All | +337.5% | -69.4% | +406.9% | +540.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling