+264.6%
AMD vs XYZ
-63.1%
+327.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.8% | -11.6% | -9.9% |
| 7D | +18.9% | -1.1% | +20.0% | +19.2% |
| 30D | -6.4% | +11.5% | -17.9% | -11.0% |
| 3M | +10.6% | +1.8% | +8.8% | +8.8% |
| 6M | +19.9% | +21.2% | -1.3% | +8.9% |
| YTD | +149.4% | +29.9% | +119.4% | +116.0% |
| 1Y | +115.4% | +35.8% | +79.6% | +82.3% |
| 3Y | +357.3% | +62.6% | +294.7% | +231.5% |
| All | +264.6% | -63.1% | +327.6% | +475.4% |
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