+6,351.7%
AMD vs AR
+44.3%
+6,307.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.9% | +11.1% |
| 7D | -11.0% | -14.3% | +3.2% | -9.2% |
| 30D | -30.5% | +1.4% | -31.9% | -30.7% |
| 3M | -8.2% | +3.4% | -11.6% | -8.9% |
| 6M | +6.6% | -2.1% | +8.6% | +6.2% |
| YTD | +109.7% | +4.7% | +105.0% | +105.7% |
| 1Y | +88.9% | +10.6% | +78.3% | +83.7% |
| 3Y | +301.8% | +24.6% | +277.2% | +283.1% |
| 5Y | +229.4% | +71.9% | +157.5% | +200.3% |
| All | +6,351.7% | +44.3% | +6,307.4% | +6,067.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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