+8,164.6%
AMD vs ALM
+2,084.7%
+6,079.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.3% |
| 7D | +13.1% | -7.2% | +20.3% | +14.0% |
| 30D | -7.0% | -26.4% | +19.4% | -4.6% |
| 3M | +16.6% | -38.6% | +55.2% | +20.9% |
| 6M | +20.5% | -61.0% | +81.5% | +28.4% |
| YTD | +158.2% | -7.4% | +165.5% | +163.3% |
| 1Y | +132.8% | +14.0% | +118.8% | +135.0% |
| 3Y | +366.2% | +844.4% | -478.2% | +326.3% |
| 5Y | +278.7% | +410.8% | -132.1% | +249.3% |
| 10Y | +8,164.6% | +2,084.7% | +6,079.8% | +6,861.7% |
| All | +8,164.6% | +2,084.7% | +6,079.8% | +6,861.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling