+196.6%
AMD vs AG
+18.5%
+178.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.0% | -16.4% |
| 7D | -28.6% | -2.9% | -25.7% | -27.9% |
| 30D | -37.7% | -15.1% | -22.6% | -34.8% |
| 3M | -16.1% | -15.4% | -0.7% | -12.8% |
| 6M | +13.8% | -21.9% | +35.7% | +20.7% |
| YTD | +88.8% | -10.4% | +99.3% | +89.0% |
| 1Y | +57.8% | +39.8% | +17.9% | +40.6% |
| 3Y | +260.3% | +209.5% | +50.7% | +146.0% |
| 5Y | +196.6% | +12.5% | +184.1% | +178.7% |
| All | +196.6% | +18.5% | +178.1% | +178.7% |
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 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