+6,406.4%
AMD vs AG
+65.2%
+6,341.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.1% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | -0.9% | +19.2% | -20.1% | -4.6% |
| 3M | -8.7% | +6.2% | -14.9% | -10.2% |
| 6M | +136.3% | -26.7% | +163.0% | +147.1% |
| YTD | +123.0% | +26.1% | +96.9% | +109.9% |
| 1Y | +195.2% | +131.7% | +63.5% | +148.7% |
| 3Y | +336.3% | +255.3% | +81.0% | +228.0% |
| 5Y | +334.5% | +61.9% | +272.5% | +253.7% |
| All | +6,406.4% | +65.2% | +6,341.2% | +4,849.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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