+6,351.7%
AMD vs ALM
+2,022.9%
+4,328.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.1% | +8.9% | +10.9% |
| 7D | -11.0% | -6.7% | -4.4% | -10.4% |
| 30D | -30.5% | -32.9% | +2.4% | -28.2% |
| 3M | -8.2% | -39.5% | +31.3% | -4.7% |
| 6M | +6.6% | -62.0% | +68.5% | +13.8% |
| YTD | +109.7% | -7.8% | +117.5% | +113.9% |
| 1Y | +88.9% | +26.7% | +62.2% | +89.7% |
| 3Y | +301.8% | +825.4% | -523.5% | +265.8% |
| 5Y | +229.4% | +401.2% | -171.9% | +202.6% |
| All | +6,351.7% | +2,022.9% | +4,328.8% | +5,137.6% |
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