+8,164.6%
AMD vs AA
+48.4%
+8,116.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.7% | +6.5% |
| 7D | +13.1% | +1.1% | +12.0% | +13.3% |
| 30D | -7.0% | -1.3% | -5.7% | -6.1% |
| 3M | +16.6% | -23.9% | +40.5% | +27.2% |
| 6M | +20.5% | -36.8% | +57.3% | +38.8% |
| YTD | +158.2% | -22.2% | +180.3% | +176.2% |
| 1Y | +132.8% | +10.4% | +122.4% | +123.8% |
| 3Y | +366.2% | +72.0% | +294.2% | +277.6% |
| 5Y | +278.7% | -15.6% | +294.3% | +254.3% |
| 10Y | +8,164.6% | +47.8% | +8,116.8% | +6,015.9% |
| All | +8,164.6% | +48.4% | +8,116.2% | +6,015.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling