+9,703.6%
AMD vs AA
+204.6%
+9,499.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.3% | -11.9% | -15.1% |
| 7D | -28.6% | -3.7% | -24.9% | -27.3% |
| 30D | -37.7% | -10.8% | -27.0% | -34.6% |
| 3M | -16.1% | -19.1% | +3.0% | -9.1% |
| 6M | +13.8% | -38.7% | +52.5% | +37.4% |
| YTD | +88.8% | -27.1% | +116.0% | +109.5% |
| 1Y | +57.8% | +8.3% | +49.4% | +49.3% |
| 3Y | +260.3% | +49.6% | +210.7% | +180.4% |
| 5Y | +196.6% | -15.5% | +212.1% | +161.9% |
| 10Y | +6,064.6% | +60.9% | +6,003.8% | +2,991.8% |
| All | +9,703.6% | +204.6% | +9,499.0% | +2,497.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling