+5,710.3%
AMD vs ACWI
+219.2%
+5,491.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.8% | -13.4% | -10.0% |
| 7D | -28.6% | -4.0% | -24.6% | -21.8% |
| 30D | -37.7% | -5.8% | -31.9% | -29.1% |
| 3M | -16.1% | -5.0% | -11.1% | -5.6% |
| 6M | +13.8% | +0.7% | +13.1% | +18.8% |
| YTD | +88.8% | +8.4% | +80.4% | +74.5% |
| 1Y | +57.8% | +10.1% | +47.7% | +42.6% |
| 3Y | +260.3% | +70.8% | +189.5% | +61.3% |
| 5Y | +196.6% | +55.4% | +141.2% | +67.3% |
| All | +5,710.3% | +219.2% | +5,491.2% | +1,079.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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