+502.8%
AMD vs COMP
-52.8%
+555.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | -0.6% |
| 7D | -15.5% | +9.5% | -25.0% | -17.2% |
| 30D | -22.6% | +8.1% | -30.7% | -24.2% |
| 3M | -5.7% | -16.3% | +10.6% | -3.2% |
| 6M | +43.1% | +42.2% | +0.9% | +30.4% |
| YTD | +128.2% | -5.0% | +133.2% | +122.8% |
| 1Y | +95.5% | +20.1% | +75.4% | +81.7% |
| 3Y | +335.4% | +358.4% | -23.0% | +177.1% |
| 5Y | +255.5% | -21.9% | +277.4% | +196.8% |
| All | +502.8% | -52.8% | +555.5% | +434.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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