+3,171.0%
AMD vs CAPR
-99.1%
+3,270.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 3M | -8.7% | -66.4% | +57.6% | -8.0% |
| 6M | +136.3% | -63.1% | +199.5% | +137.6% |
| YTD | +123.0% | -67.4% | +190.4% | +124.5% |
| 1Y | +195.2% | +58.2% | +136.9% | +177.6% |
| 3Y | +336.3% | +42.2% | +294.1% | +302.4% |
| 5Y | +334.5% | +87.3% | +247.2% | +295.1% |
| 10Y | +6,259.1% | -75.3% | +6,334.4% | +5,491.9% |
| All | +3,171.0% | -99.1% | +3,270.1% | +2,562.1% |
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