+137.2%
AMD vs AS
+133.7%
+3.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.3% | -15.0% | -16.5% |
| 7D | -28.6% | +7.1% | -35.7% | -30.4% |
| 30D | -37.7% | +12.8% | -50.6% | -40.5% |
| 3M | -16.1% | -14.7% | -1.4% | -11.7% |
| 6M | +13.8% | -9.9% | +23.8% | +17.0% |
| YTD | +88.8% | -16.1% | +105.0% | +97.3% |
| 1Y | +57.8% | +0.2% | +57.6% | +54.1% |
| All | +137.2% | +133.7% | +3.5% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling