+453.8%
AMD vs COMP
-52.0%
+505.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.7% | +0.3% | +8.8% |
| 7D | -11.0% | +13.4% | -24.5% | -13.2% |
| 30D | -30.5% | +11.1% | -41.6% | -32.1% |
| 3M | -8.2% | -18.8% | +10.6% | -4.6% |
| 6M | +6.6% | +10.5% | -3.9% | +2.6% |
| YTD | +109.7% | -3.4% | +113.1% | +104.6% |
| 1Y | +88.9% | +19.7% | +69.2% | +76.2% |
| 3Y | +301.8% | +381.6% | -79.8% | +153.7% |
| 5Y | +229.4% | -17.6% | +246.9% | +173.5% |
| All | +453.8% | -52.0% | +505.7% | +391.1% |
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