+196.6%
AMD vs COO
-39.4%
+236.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.4% | -15.9% | -16.7% |
| 7D | -28.6% | +5.3% | -33.9% | -29.9% |
| 30D | -37.7% | +12.5% | -50.3% | -40.7% |
| 3M | -16.1% | -15.1% | -1.0% | -11.4% |
| 6M | +13.8% | +3.7% | +10.1% | +7.4% |
| YTD | +88.8% | -22.5% | +111.3% | +106.3% |
| 1Y | +57.8% | -7.8% | +65.6% | +55.4% |
| 3Y | +260.3% | -24.1% | +284.4% | +259.8% |
| 5Y | +196.6% | -40.1% | +236.7% | +230.2% |
| All | +196.6% | -39.4% | +236.0% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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