+196.6%
AMD vs COMP
-28.0%
+224.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.2% | -9.1% | -15.5% |
| 7D | -28.6% | -1.8% | -26.8% | -28.2% |
| 30D | -37.7% | -0.8% | -37.0% | -37.7% |
| 3M | -16.1% | -28.1% | +12.0% | -10.5% |
| 6M | +13.8% | +27.0% | -13.2% | +6.3% |
| YTD | +88.8% | -12.8% | +101.6% | +88.1% |
| 1Y | +57.8% | +4.9% | +52.9% | +51.1% |
| 3Y | +260.3% | +321.0% | -60.7% | +131.4% |
| 5Y | +196.6% | -25.6% | +222.2% | +177.8% |
| All | +196.6% | -28.0% | +224.6% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling