+1,744.0%
AMD vs AG
+287.4%
+1,456.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.0% | -16.7% |
| 7D | -28.6% | -2.9% | -25.7% | -28.2% |
| 30D | -37.7% | -15.1% | -22.6% | -36.0% |
| 3M | -16.1% | -15.4% | -0.7% | -14.1% |
| 6M | +13.8% | -21.9% | +35.7% | +18.1% |
| YTD | +88.8% | -10.4% | +99.3% | +89.6% |
| 1Y | +57.8% | +39.8% | +17.9% | +47.9% |
| 3Y | +260.3% | +209.5% | +50.7% | +190.5% |
| 5Y | +196.6% | +12.5% | +184.1% | +166.2% |
| 10Y | +6,064.6% | +79.5% | +5,985.2% | +4,619.1% |
| All | +1,744.0% | +287.4% | +1,456.6% | +729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling