+196.6%
AMD vs ALL
+155.0%
+41.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.9% | -16.4% | -17.3% |
| 7D | -28.6% | +4.2% | -32.8% | -28.4% |
| 30D | -37.7% | +18.9% | -56.7% | -37.1% |
| 3M | -16.1% | +1.2% | -17.3% | -15.7% |
| 6M | +13.8% | +23.2% | -9.4% | +13.6% |
| YTD | +88.8% | +30.0% | +58.8% | +86.4% |
| 1Y | +57.8% | +39.6% | +18.2% | +53.3% |
| 3Y | +260.3% | +115.2% | +145.0% | +199.8% |
| 5Y | +196.6% | +156.2% | +40.4% | +122.5% |
| All | +196.6% | +155.0% | +41.7% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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