+53.8%
MSFT vs AMD
+259.1%
-205.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -17.3% | +13.7% | -1.1% |
| 7D | +1.1% | -28.6% | +29.7% | +5.7% |
| 30D | +1.3% | -37.7% | +39.0% | +7.7% |
| 3M | +10.2% | -16.1% | +26.3% | +12.1% |
| 6M | +30.8% | +13.8% | +17.0% | +24.6% |
| YTD | +11.5% | +88.8% | -77.3% | -3.9% |
| 1Y | +6.5% | +57.8% | -51.2% | -5.3% |
| All | +53.8% | +259.1% | -205.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMD.
Daily Out/Under-Performance
Portfolio return minus AMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMD 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 AMD 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