+196.6%
AMD vs CAPR
+126.3%
+70.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.6% | -13.7% | -17.2% |
| 7D | -28.6% | +29.7% | -58.3% | -29.0% |
| 30D | -37.7% | +11.0% | -48.7% | -37.9% |
| 3M | -16.1% | +118.8% | -134.9% | -18.0% |
| 6M | +13.8% | -73.9% | +87.7% | +15.3% |
| YTD | +88.8% | -70.2% | +159.0% | +90.4% |
| 1Y | +57.8% | +38.3% | +19.5% | +46.9% |
| 3Y | +260.3% | +199.7% | +60.6% | +176.6% |
| 5Y | +196.6% | +130.6% | +66.0% | +100.0% |
| All | +196.6% | +126.3% | +70.3% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling