+111.2%
AMD vs Z
-60.5%
+171.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.9% | +16.7% | +14.6% |
| 7D | +6.5% | -6.5% | +12.9% | +6.9% |
| 30D | -15.3% | -0.1% | -15.2% | -14.5% |
| 3M | +9.7% | -14.1% | +23.9% | +9.8% |
| 6M | +13.2% | -30.1% | +43.2% | +18.9% |
| YTD | +140.6% | -57.5% | +198.1% | +173.0% |
| 1Y | +111.2% | -60.3% | +171.5% | +141.1% |
| All | +111.2% | -60.5% | +171.7% | +141.1% |
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