+2,077.7%
AMD vs AG
+445.6%
+1,632.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.0% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | -0.9% | +19.2% | -20.1% | -4.0% |
| 3M | -8.7% | +6.2% | -14.9% | -9.9% |
| 6M | +136.3% | -26.7% | +163.0% | +146.0% |
| YTD | +123.0% | +26.1% | +96.9% | +112.0% |
| 1Y | +195.2% | +131.7% | +63.5% | +155.1% |
| 3Y | +336.3% | +255.3% | +81.0% | +241.2% |
| 5Y | +334.5% | +61.9% | +272.5% | +267.9% |
| 10Y | +6,259.1% | +72.0% | +6,187.1% | +4,726.4% |
| All | +2,077.7% | +445.6% | +1,632.1% | +827.5% |
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