+261.9%
AMD vs Z
-19.1%
+281.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -10.6% | -6.6% | -15.7% |
| 7D | -28.6% | -2.3% | -26.3% | -28.2% |
| 30D | -37.7% | +9.4% | -47.1% | -38.7% |
| 3M | -16.1% | -16.1% | 0.0% | -14.4% |
| 6M | +13.8% | -30.4% | +44.3% | +21.0% |
| YTD | +88.8% | -55.6% | +144.4% | +122.3% |
| 1Y | +57.8% | -58.5% | +116.3% | +88.5% |
| All | +261.9% | -19.1% | +281.0% | +253.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling