+6,406.4%
AMD vs CAPR
-75.6%
+6,482.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.7% |
| 7D | +2.6% | -2.0% | +4.6% | +2.6% |
| 30D | -0.9% | +139.2% | -140.1% | -3.2% |
| 3M | -8.7% | -66.4% | +57.6% | -7.9% |
| 6M | +136.3% | -63.1% | +199.5% | +137.9% |
| YTD | +123.0% | -67.4% | +190.4% | +124.8% |
| 1Y | +195.2% | +58.2% | +136.9% | +174.0% |
| 3Y | +336.3% | +42.2% | +294.1% | +293.0% |
| 5Y | +334.5% | +87.3% | +247.2% | +282.8% |
| All | +6,406.4% | -75.6% | +6,482.1% | +5,675.1% |
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