+10,570.2%
AMD vs AR
-32.8%
+10,603.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.5% | -16.9% |
| 7D | -28.6% | -11.7% | -16.9% | -27.3% |
| 30D | -37.7% | +1.8% | -39.6% | -37.9% |
| 3M | -16.1% | +6.0% | -22.1% | -17.1% |
| 6M | +13.8% | -7.0% | +20.9% | +14.1% |
| YTD | +88.8% | +5.6% | +83.3% | +84.8% |
| 1Y | +57.8% | +10.8% | +47.0% | +53.1% |
| 3Y | +260.3% | +19.3% | +240.9% | +243.7% |
| 5Y | +196.6% | +73.3% | +123.3% | +165.8% |
| 10Y | +6,064.6% | +47.6% | +6,017.0% | +5,636.3% |
| All | +10,570.2% | -32.8% | +10,603.0% | +10,882.8% |
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