+337.5%
AMD vs AG
+64.2%
+273.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.2% |
| 7D | +2.6% | +1.0% | +1.6% | +2.2% |
| 30D | -0.9% | +19.2% | -20.1% | -6.1% |
| 3M | -8.7% | +6.2% | -14.9% | -11.0% |
| 6M | +136.3% | -26.7% | +163.0% | +150.7% |
| YTD | +123.0% | +26.1% | +96.9% | +103.5% |
| 1Y | +195.2% | +131.7% | +63.5% | +129.4% |
| 3Y | +336.3% | +255.3% | +81.0% | +184.3% |
| All | +337.5% | +64.2% | +273.3% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling