+8,732.2%
AMD vs BG
+160.3%
+8,571.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.4% | +3.1% |
| 7D | +14.0% | +0.5% | +13.5% | +13.8% |
| 30D | +11.0% | +10.3% | +0.7% | +7.7% |
| 3M | +9.6% | -1.9% | +11.5% | +9.7% |
| 6M | +157.1% | +5.2% | +151.9% | +150.7% |
| YTD | +143.3% | +41.2% | +102.2% | +116.9% |
| 1Y | +234.4% | +50.5% | +183.9% | +191.0% |
| 3Y | +391.2% | +19.9% | +371.3% | +347.8% |
| 5Y | +390.9% | +86.7% | +304.2% | +285.9% |
| 10Y | +8,732.2% | +167.5% | +8,564.7% | +6,089.3% |
| All | +8,732.2% | +160.3% | +8,571.9% | +6,089.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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