+20,883.2%
AMD vs XYZ
+663.2%
+20,220.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +10.3% |
| 7D | -11.0% | +12.1% | -23.2% | -15.4% |
| 30D | -30.5% | +12.4% | -42.8% | -34.1% |
| 3M | -8.2% | +8.2% | -16.4% | -12.0% |
| 6M | +6.6% | +20.7% | -14.1% | -3.0% |
| YTD | +109.7% | +31.3% | +78.3% | +80.3% |
| 1Y | +88.9% | +20.5% | +68.4% | +67.5% |
| 3Y | +301.8% | +72.6% | +229.2% | +184.0% |
| 5Y | +229.4% | -64.0% | +293.3% | +302.9% |
| 10Y | +6,745.1% | +601.8% | +6,143.3% | +2,315.3% |
| All | +20,883.2% | +663.2% | +20,220.0% | +7,056.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling