+7,765.4%
AMD vs CAPR
-65.7%
+7,831.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.9% | -1.8% | -8.6% |
| 7D | +18.9% | +5.9% | +13.0% | +18.7% |
| 30D | -6.4% | +44.6% | -51.1% | -7.3% |
| 3M | +10.6% | +126.4% | -115.8% | +8.0% |
| 6M | +19.9% | -68.6% | +88.5% | +20.9% |
| YTD | +149.4% | -67.0% | +216.4% | +150.8% |
| 1Y | +115.4% | +65.2% | +50.2% | +99.9% |
| 3Y | +357.3% | +235.6% | +121.7% | +303.6% |
| 5Y | +261.1% | +175.4% | +85.7% | +216.1% |
| All | +7,765.4% | -65.7% | +7,831.1% | +6,636.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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