+12,500.8%
AMD vs AR
-27.2%
+12,528.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | +2.6% | +2.5% | +0.1% | +2.2% |
| 30D | -0.9% | +14.8% | -15.7% | -3.0% |
| 3M | -8.7% | +6.2% | -14.9% | -9.8% |
| 6M | +136.3% | +4.3% | +132.1% | +133.1% |
| YTD | +123.0% | +14.4% | +108.6% | +116.2% |
| 1Y | +195.2% | +21.3% | +173.8% | +183.3% |
| 3Y | +336.3% | +39.8% | +296.5% | +307.5% |
| 5Y | +334.5% | +142.1% | +192.4% | +274.1% |
| 10Y | +6,259.1% | +52.0% | +6,207.1% | +5,805.0% |
| All | +12,500.8% | -27.2% | +12,528.0% | +12,749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling