+95.5%
AMD vs Z
-54.2%
+149.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | +2.0% |
| 7D | -15.5% | +10.2% | -25.7% | -14.6% |
| 30D | -22.6% | +23.7% | -46.3% | -21.3% |
| 3M | -5.7% | -6.6% | +0.8% | -5.0% |
| 6M | +43.1% | -23.0% | +66.1% | +53.2% |
| YTD | +128.2% | -50.3% | +178.5% | +161.7% |
| 1Y | +95.5% | -53.6% | +149.1% | +125.4% |
| All | +95.5% | -54.2% | +149.6% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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