+5,710.3%
AMD vs BA
+32.5%
+5,677.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.5% | -14.7% | -16.3% |
| 7D | -28.6% | -0.1% | -28.5% | -28.5% |
| 30D | -37.7% | -9.1% | -28.6% | -35.7% |
| 3M | -16.1% | -28.2% | +12.1% | -5.2% |
| 6M | +13.8% | -23.1% | +37.0% | +25.1% |
| YTD | +88.8% | -20.6% | +109.4% | +104.1% |
| 1Y | +57.8% | -12.7% | +70.5% | +64.0% |
| 3Y | +260.3% | -11.6% | +271.8% | +262.3% |
| 5Y | +196.6% | -23.1% | +219.8% | +205.1% |
| All | +5,710.3% | +32.5% | +5,677.8% | +7,857.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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