+199.0%
AMD vs COO
-41.6%
+240.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.7% |
| 7D | -11.0% | +4.7% | -15.8% | -12.7% |
| 30D | -30.5% | +13.9% | -44.4% | -34.2% |
| 3M | -8.2% | -14.9% | +6.7% | -3.3% |
| 6M | +6.6% | +2.0% | +4.5% | +1.1% |
| YTD | +109.7% | -23.9% | +133.6% | +130.3% |
| 1Y | +88.9% | -9.6% | +98.5% | +87.5% |
| 3Y | +301.8% | -25.4% | +327.3% | +303.8% |
| All | +199.0% | -41.6% | +240.6% | +225.7% |
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