+6,882.0%
AMD vs BAX
-34.3%
+6,916.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.3% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | -0.9% | -5.5% | +4.5% | +0.9% |
| 3M | -8.7% | +33.5% | -42.3% | -18.9% |
| 6M | +136.3% | +35.9% | +100.5% | +107.5% |
| YTD | +123.0% | +35.4% | +87.6% | +91.7% |
| 1Y | +195.2% | +9.8% | +185.4% | +172.8% |
| 3Y | +336.3% | -32.7% | +369.1% | +380.0% |
| 5Y | +334.5% | -65.6% | +400.0% | +590.8% |
| All | +6,882.0% | -34.3% | +6,916.3% | +7,227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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