+11,477.5%
AMD vs AA
+295.2%
+11,182.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.5% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | -0.9% | +5.0% | -5.9% | -3.4% |
| 3M | -8.7% | -35.8% | +27.1% | +8.1% |
| 6M | +136.3% | -18.4% | +154.7% | +151.3% |
| YTD | +123.0% | -5.5% | +128.5% | +122.6% |
| 1Y | +195.2% | +61.0% | +134.2% | +136.4% |
| 3Y | +336.3% | +66.2% | +270.1% | +221.4% |
| 5Y | +334.5% | +11.4% | +323.1% | +236.7% |
| 10Y | +6,259.1% | +116.9% | +6,142.2% | +2,703.7% |
| All | +11,477.5% | +295.2% | +11,182.3% | +2,659.8% |
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