+3,247.8%
AMD vs CAPR
-99.1%
+3,346.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.2% | +0.9% |
| 7D | -15.5% | +43.2% | -58.7% | -16.1% |
| 30D | -22.6% | +14.7% | -37.3% | -22.9% |
| 3M | -5.7% | +113.9% | -119.7% | -7.5% |
| 6M | +43.1% | -73.4% | +116.5% | +44.6% |
| YTD | +128.2% | -69.1% | +197.3% | +129.7% |
| 1Y | +95.5% | +47.2% | +48.3% | +84.0% |
| 3Y | +335.4% | +210.8% | +124.6% | +296.0% |
| 5Y | +255.5% | +134.1% | +121.4% | +221.9% |
| 10Y | +7,350.9% | -67.3% | +7,418.2% | +6,423.5% |
| All | +3,247.8% | -99.1% | +3,346.9% | +2,623.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling