+6,351.7%
AMD vs CAPR
-68.5%
+6,420.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.7% | +6.4% | +10.9% |
| 7D | -11.0% | +41.1% | -52.1% | -11.7% |
| 30D | -30.5% | +11.1% | -41.6% | -30.7% |
| 3M | -8.2% | +115.3% | -123.5% | -10.2% |
| 6M | +6.6% | -73.8% | +80.4% | +7.9% |
| YTD | +109.7% | -68.8% | +178.5% | +111.3% |
| 1Y | +88.9% | +43.3% | +45.6% | +76.0% |
| 3Y | +301.8% | +214.7% | +87.1% | +255.3% |
| 5Y | +229.4% | +141.3% | +88.1% | +189.2% |
| All | +6,351.7% | -68.5% | +6,420.3% | +5,445.9% |
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